R/Jackknife.R

In SciencesPo: A Tool Set for Analyzing Political Behavior Data

#' @encoding UTF-8
#' @title Resamples Data Using the Jackknife Method
#'
#' @description
#' This function is used for estimating standard errors when the distribution is not know.
#'
#' @param x A vector
#' @param p An function name for estimation of parameter as a string
#'
#' @return est orignial estimation of parameter
#' @return jkest jackknife estimation of parameter
#' @return jkvar jackknife estimation of variance
#' @return jkbias jackknife estimate of biasness of parameter
#' @return jkbiascorr bias corrected parameter estimate
#' @author Daniel Marcelino, \email{dmarcelino@@live.com}
#'
#' @examples
#' x = runif(10, 0, 1)
#' mean(x)
#' Jackknife(x,'mean')
#'
#' @export
Jackknife <-function (x,p)
{
	n=length(x)
	jk=rep(NA,n)
	est = match.fun(p)(x)

	for (i in 1:n)
	{
		jk[i]=match.fun(p)(x[-i])
		jkest=mean(jk)
		jkvar=(n-1)/n*sum((jk-jkest)^2)
		jkbias=(n-1)*(jkest-est)
		jkbiascorr=n*est-(n-1)*jkest
	}
	list(est=est, jkest=jkest, jkvar=jkvar, jkbias=jkbias, jkbiascorr=jkbiascorr)
}
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