approximation {EQL} | R Documentation |
An object of class approximation
stores the approximation nodes
together with the approximation itself. Some meta information is saved
as well.
approximation(y, approx, n,
type = c("standardized", "mean", "sum"),
approx.type = c("Edgeworth", "Saddlepoint"))
## S3 method for class 'approximation'
plot(x, do.annotate = TRUE, ...)
y |
a numeric vector or array giving the approximation nodes. |
approx |
a numeric vector or array giving the approximated values
at |
n |
a positive integer giving the number of i.i.d. random variables in the sum. |
type |
a character string giving the type of approximation, i.e. which kind of sum is to be approximated. Must be one of (“standardized”, “mean”, “sum”), representing the shifted and scaled sum, the weighted sum and the raw sum. Can be abbreviated. |
approx.type |
a character string giving the approximation routine used. Must be one of of (“Edgeworth”, “Saddlepoint”) and can be abbreviated. |
x |
an |
do.annotate |
logical. If |
... |
other parameters to be passed through to the plotting function. Giving a named argument for any of
overrides the default values in |
An object of class approximation
contains the following components:
y |
a numeric vector of values at which the approximation is evaluated (the approximation nodes). |
approx |
a numeric vector containing the approximated values at
the approximation nodes |
type |
a character string giving the type of sum considered, i.e. one of (“standardized”, “mean”, “sum”). |
n |
a positive integer giving the number of i.i.d. random variables in the sum. |
approx.type |
a character string giving the type of approximation. |
Thorn Thaler