jackknife: Jackknife Estimation

In obreschkow/cooltools: Practical Tools for Scientific Computations and Visualizations

Jackknife Estimation

Description

Computes the "leave-one-out" Jackknife bias and standard error of an estimator f(x) of a data-vector x, or an estimator f(x,y) of vectors x and y. See Efron and Tibshirani (1993) for details

Usage

jackknife(x, f, y = NULL, ...)

Arguments

x	data vector
f	estimator function f(x,...) or f(x,y,...)
y	optional data vector if f is a function of two vectors, such as the correlation coefficient cor(x,y).
...	optional arguments to be passed to f.

Value

Returns a list with the following components:

value	Default value of the estimator f.
bias	Jackknife bias estimate of f.
unbiased	Bias-corrected value of f.
sd	Jackknife standard error of f.

Author(s)

Danail Obreschkow

obreschkow/cooltools documentation built on Nov. 16, 2024, 2:46 a.m.