\name{lines.saddle.distn} \alias{lines.saddle.distn} \title{ Add a Saddlepoint Approximation to a Plot } \description{ This function adds a line corresponding to a saddlepoint density or distribution function approximation to the current plot. } \usage{ \method{lines}{saddle.distn}(x, dens = TRUE, h = function(u) u, J = function(u) 1, npts = 50, lty = 1, \dots) } \arguments{ \item{x}{ An object of class \code{"saddle.distn"} (see \code{\link{saddle.distn.object}} representing a saddlepoint approximation to a distribution. } \item{dens}{ A logical variable indicating whether the saddlepoint density (\code{TRUE}; the default) or the saddlepoint distribution function (\code{FALSE}) should be plotted. } \item{h}{ Any transformation of the variable that is required. Its first argument must be the value at which the approximation is being performed and the function must be vectorized. } \item{J}{ When \code{dens=TRUE} this function specifies the Jacobian for any transformation that may be necessary. The first argument of \code{J} must the value at which the approximation is being performed and the function must be vectorized. If \code{h} is supplied \code{J} must also be supplied and both must have the same argument list. } \item{npts}{ The number of points to be used for the plot. These points will be evenly spaced over the range of points used in finding the saddlepoint approximation. } \item{lty}{ The line type to be used. } \item{\dots}{ Any additional arguments to \code{h} and \code{J}. } } \value{ \code{sad.d} is returned invisibly. } \section{Side Effects}{ A line is added to the current plot. } \details{ The function uses \code{smooth.spline} to produce the saddlepoint curve. When \code{dens=TRUE} the spline is on the log scale and when \code{dens=FALSE} it is on the probit scale. } \seealso{ \code{\link{saddle.distn}} } \references{ Davison, A.C. and Hinkley, D.V. (1997) \emph{Bootstrap Methods and Their Application}. Cambridge University Press. } \examples{ # In this example we show how a plot such as that in Figure 9.9 of # Davison and Hinkley (1997) may be produced. Note the large number of # bootstrap replicates required in this example. expdata <- rexp(12) vfun <- function(d, i) { n <- length(d) (n-1)/n*var(d[i]) } exp.boot <- boot(expdata,vfun, R = 9999) exp.L <- (expdata - mean(expdata))^2 - exp.boot$t0 exp.tL <- linear.approx(exp.boot, L = exp.L) hist(exp.tL, nclass = 50, probability = TRUE) exp.t0 <- c(0, sqrt(var(exp.boot$t))) exp.sp <- saddle.distn(A = exp.L/12,wdist = "m", t0 = exp.t0) # The saddlepoint approximation in this case is to the density of # t-t0 and so t0 must be added for the plot. lines(exp.sp, h = function(u, t0) u+t0, J = function(u, t0) 1, t0 = exp.boot$t0) } \keyword{aplot} \keyword{smooth} \keyword{nonparametric}