jackknife.cf: jackknife a set of correlation functions

In hadron: Analysis Framework for Monte Carlo Simulation Data in Physics

jackknife a set of correlation functions

Description

jackknife a set of correlation functions

Usage

jackknife.cf(cf, boot.l = 1)

Arguments

cf	correlation matrix of class cf e.g. obtained with a call to extrac.obs.
boot.l	block size for autocorrelation analysis

Value

returns an object of class cf with blocked jackknife samples added for the correlation function called cf.jackknife. Currently, only the moving block jackknife approach is implemented. Moreover, the original average of cf is returned as cf0 and the bootstrap errors as jackknife.se. We also copy the input parameters over and set jackknife.samples to TRUE.

Author(s)

Carsten Urbach, [e-mail]

References

H.R. Künsch, "The jackknife and the bootstrap for general stationary observations", The Annals of Statistics, 1989, Vol. 17, No. 3, 1217-1241

S.N. Lahiri, "On the jackknife-after-bootstrap method for dependent data and its consistency properties", Econometric Theory, 2002, Vol. 18, 79-98

See Also

boot::tsboot, bootstrap.cf

Examples

data(samplecf)
samplecf <- jackknife.cf(samplecf, boot.l=1)
plot(samplecf, log="y")

hadron documentation built on Sept. 9, 2022, 5:06 p.m.