testjack: Test bias of the jackknife approach.

In kolassa-dev/NonparametricHeuristic: Heuristic Tools for Nonparametric Statistics

Test bias of the jackknife approach.

Description

Test bias of the jackknife approach.

Usage

testjack(
  fcns,
  dists = rexp,
  nsamp = 1000,
  npersamp = 11,
  nbig = NA,
  others = NULL
)

Arguments

fcns	functions to jackknife. Must be given as a list.
dists	Random number generator, or list of random number generators.
nsamp	number of data sets to sample
npersamp	number of observations per sample
nbig	number of Monte Carlo examples to get target value.
others	list of additional arguments for entries in components of fcns.

Value

Expectation, jackknife bias, and true value (via large MC)

Examples

testjack(list(mean,median,mean),dists=list(rexp,rnorm),
   others=list(NULL,NULL,list(trim=0.25)),nsamp=5)

kolassa-dev/NonparametricHeuristic documentation built on Nov. 14, 2022, 11:25 p.m.