\HeaderA{control}{Control Variate Calculations}{control}
\keyword{nonparametric}{control}
\begin{Description}\relax
This function will find control variate estimates from a bootstrap
output object.  It can either find the adjusted bias estimate using
post-simulation balancing or it can estimate the bias, variance, third
cumulant and quantiles, using the linear approximation as a control
variate.
\end{Description}
\begin{Usage}
\begin{verbatim}
control(boot.out, L = NULL, distn = NULL, index = 1, t0 = NULL,
        t = NULL, bias.adj = FALSE, alpha = NULL, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{boot.out}] A bootstrap output object returned from \code{boot}.  The bootstrap
replicates must have been generated using the usual nonparametric
bootstrap.

\item[\code{L}] The empirical influence values for the statistic of interest.  If
\code{L} is not supplied then \code{empinf} is called to calculate
them from \code{boot.out}.

\item[\code{distn}] If present this must be the output from \code{smooth.spline} giving
the distribution function of the linear approximation.  This is used
only if \code{bias.adj} is \code{FALSE}.  Normally this would be
found using a saddlepoint approximation. If it is not supplied in
that case then it is calculated by \code{saddle.distn}.

\item[\code{index}] The index of the variable of interest in the output of
\code{boot.out\$statistic}.

\item[\code{t0}] The observed value of the statistic of interest on the original data
set \code{boot.out\$data}.  This argument is used only if
\code{bias.adj} is \code{FALSE}. The input value is ignored if
\code{t} is not also supplied.  The default value is is
\code{boot.out\$t0[index]}.

\item[\code{t}] The bootstrap replicate values of the statistic of interest.  This
argument is used only if \code{bias.adj} is \code{FALSE}.  The input
is ignored if \code{t0} is not supplied also.  The default value is
\code{boot.out\$t[,index]}.

\item[\code{bias.adj}] A logical variable which if \code{TRUE} specifies that the adjusted
bias estimate using post-simulation balance is all that is required.
If \code{bias.adj} is \code{FALSE} (default) then the linear
approximation to the statistic is calculated and used as a control
variate in estimates of the bias, variance and third cumulant as
well as quantiles.

\item[\code{alpha}] The alpha levels for the required quantiles if \code{bias.adj} is
\code{FALSE}.

\item[\code{...}] Any additional arguments that \code{boot.out\$statistic} requires.
These are passed unchanged every time \code{boot.out\$statistic} is
called.  \code{boot.out\$statistic} is called once if \code{bias.adj}
is \code{TRUE}, otherwise it may be called by \code{empinf} for
empirical influence calculations if \code{L} is not supplied.

\end{ldescription}
\end{Arguments}
\begin{Details}\relax
If \code{bias.adj} is \code{FALSE} then the linear approximation to
the statistic is found and evaluated at each bootstrap replicate.
Then using the equation \emph{T* = Tl*+(T*-Tl*)}, moment estimates can
be found.  For quantile estimation the distribution of the linear
approximation to \code{t} is approximated very accurately by
saddlepoint methods, this is then combined with the bootstrap
replicates to approximate the bootstrap distribution of \code{t} and
hence to estimate the bootstrap quantiles of \code{t}.
\end{Details}
\begin{Value}
If \code{bias.adj} is \code{TRUE} then the returned value is the
adjusted bias estimate.

If \code{bias.adj} is \code{FALSE} then the returned value is a list
with the following components

\begin{ldescription}
\item[\code{L}] The empirical influence values used.  These are the input values if
supplied, and otherwise they are the values calculated by
\code{empinf}.

\item[\code{tL}] The linear approximations to the bootstrap replicates \code{t} of
the statistic of interest.

\item[\code{bias}] The control estimate of bias using the linear approximation to
\code{t} as a control variate.

\item[\code{var}] The control estimate of variance using the linear approximation to
\code{t} as a control variate.

\item[\code{k3}] The control estimate of the third cumulant using the linear
approximation to \code{t} as a control variate.

\item[\code{quantiles}] A matrix with two columns; the first column are the alpha levels
used for the quantiles and the second column gives the corresponding
control estimates of the quantiles using the linear approximation to
\code{t} as a control variate.

\item[\code{distn}] An output object from \code{smooth.spline} describing the
saddlepoint approximation to the bootstrap distribution of the
linear approximation to \code{t}.  If \code{distn} was supplied on
input then this is the same as the input otherwise it is calculated
by a call to \code{saddle.distn}.

\end{ldescription}
\end{Value}
\begin{References}\relax
Davison, A.C. and Hinkley, D.V. (1997) 
\emph{Bootstrap Methods and Their Application}. Cambridge University Press.

Davison, A.C., Hinkley, D.V. and Schechtman, E. (1986) Efficient bootstrap 
simulation. \emph{Biometrika}, \bold{73}, 555--566.

Efron, B. (1990) More efficient bootstrap computations.
\emph{Journal of the American Statistical Association}, \bold{55}, 79--89.
\end{References}
\begin{SeeAlso}\relax
\code{\LinkA{boot}{boot}}, \code{\LinkA{empinf}{empinf}}, \code{\LinkA{k3.linear}{k3.linear}}, \code{\LinkA{linear.approx}{linear.approx}}, \code{\LinkA{saddle.distn}{saddle.distn}}, \code{\LinkA{smooth.spline}{smooth.spline}}, \code{\LinkA{var.linear}{var.linear}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
# Use of control variates for the variance of the air-conditioning data
mean.fun <- function(d, i)
{    m <- mean(d$hours[i])
     n <- nrow(d)
     v <- (n-1)*var(d$hours[i])/n^2
     c(m, v)
}
air.boot <- boot(aircondit, mean.fun, R = 999)
control(air.boot, index = 2, bias.adj = TRUE)
air.cont <- control(air.boot, index = 2)
# Now let us try the variance on the log scale.
air.cont1 <- control(air.boot, t0=log(air.boot$t0[2]),
                     t=log(air.boot$t[,2]))
\end{ExampleCode}
\end{Examples}

