SE.IF.iid: Compute the standard error using influence function approach...

In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error

Description

Compute the standard error using influence function approach for a vector

Usage

SE.IF.iid(x, myfun.IF, ...)

Arguments

x	vector of data
myfun.IF	influence function of the measure
...	other parameters used to compute the influence function

Value

standard error of the measure

Author(s)

Xin Chen, [e-mail]

Examples

SE.IF.iid(rnorm(100), SD.IF)

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.