### Name: saddle.distn ### Title: Saddlepoint Distribution Approximations for Bootstrap Statistics ### Aliases: saddle.distn ### Keywords: nonparametric smooth dplot ### ** Examples # The bootstrap distribution of the mean of the air-conditioning # failure data: fails to find value on R (and probably on S too) air.t0 <- c(mean(aircondit$hours), sqrt(var(aircondit$hours)/12)) ## Not run: saddle.distn(A = aircondit$hours/12, t0 = air.t0) # alternatively using the conditional poisson saddle.distn(A = cbind(aircondit$hours/12, 1), u = 12, wdist = "p", type = "cond", t0 = air.t0) # Distribution of the ratio of a sample of size 10 from the bigcity # data, taken from Example 9.16 of Davison and Hinkley (1997). ratio <- function(d, w) sum(d$x *w)/sum(d$u * w) city.v <- var.linear(empinf(data = city, statistic = ratio)) bigcity.t0 <- c(mean(bigcity$x)/mean(bigcity$u), sqrt(city.v)) Afn <- function(t, data) cbind(data$x - t*data$u, 1) ufn <- function(t, data) c(0,10) saddle.distn(A = Afn, u = ufn, wdist = "b", type = "cond", t0 = bigcity.t0, data = bigcity) # From Example 9.16 of Davison and Hinkley (1997) again, we find the # conditional distribution of the ratio given the sum of city$u. Afn <- function(t, data) cbind(data$x-t*data$u, data$u, 1) ufn <- function(t, data) c(0, sum(data$u), 10) city.t0 <- c(mean(city$x)/mean(city$u), sqrt(city.v)) saddle.distn(A = Afn, u = ufn, wdist = "p", type = "cond", t0 = city.t0, data = city)