### Name: exp.tilt ### Title: Exponential Tilting ### Aliases: exp.tilt ### Keywords: nonparametric smooth ### ** Examples # Example 9.8 of Davison and Hinkley (1997) requires tilting the resampling # distribution of the studentized statistic to be centred at the observed # value of the test statistic 1.84. This can be achieved as follows. grav1 <- gravity[as.numeric(gravity[,2])>=7,] grav.fun <- function(dat, w, orig) { strata <- tapply(dat[, 2], as.numeric(dat[, 2])) d <- dat[, 1] ns <- tabulate(strata) w <- w/tapply(w, strata, sum)[strata] mns <- tapply(d * w, strata, sum) mn2 <- tapply(d * d * w, strata, sum) s2hat <- sum((mn2 - mns^2)/ns) as.vector(c(mns[2]-mns[1],s2hat,(mns[2]-mns[1]-orig)/sqrt(s2hat))) } grav.z0 <- grav.fun(grav1,rep(1,26),0) grav.L <- empinf(data=grav1, statistic=grav.fun, stype="w", strata=grav1[,2], index=3, orig=grav.z0[1]) grav.tilt <- exp.tilt(grav.L, grav.z0[3], strata=grav1[,2]) boot(grav1, grav.fun, R=499, stype="w", weights=grav.tilt$p, strata=grav1[,2], orig=grav.z0[1])