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