jackknife {cooltools}

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