R/jacknife.R

In selvs1/rpaket: Tools for the daily work with R

#' gamma_jacknife Funktion
#'
#' @description Computes the jacknife parameter estimates of the gamma distribution
#' @param data A numeric vector
#' @return a numeric vector containing the parameter estimates
#' @export gamma_jacknife
#' @examples \dontrun{gamma_jackknife(cats$Hwt)}

gamma_est <- function(data) {
  m <- mean(data)
  v <- var(data)
  s <- v/m
  a <- m/s
  return(c(a=a,s=s))
}

calc_var <- function(estimates){
  var_of_ests <- apply(estimates, 2, var)
  return(((n-1)^2/n)*var_of_ests)
}

gamma_jacknife <- function(data) {
  ## jackknife the estimation
  n <- length(data)
  jack_estimates = gamma_est(data[-1])
  for (omitted_point in 2:n) {
    jack_estimates = rbind(jack_estimates, gamma_est(data[-omitted_point]))
  }
  jack_var = calc_var(jack_estimates)
  return(sqrt(jack_var))
}