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HeterFunctionalData (version 0.1.0)

cov_squared_jackknife: Jackknife estimate of the squared covariance between two time points

Description

This function provides the Jackknife estimate of the squared covariance using i.i.d. obervations from one variable given in vector x and i.i.d. observations from a second variable given in vector y.

Usage

cov_squared_jackknife(x, y)

Arguments

x

a vector of i.i.d. observations

y

a second vector of i.i.d. observations

Value

Jackknife estimate of the squared covariance