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
jackknife(x, f, y = NULL, ...)
Returns a list with the following components:
Default value of the estimator f
.
Jackknife bias estimate of f
.
Bias-corrected value of f
.
Jackknife standard error of f
.
data vector
estimator function f(x,...)
or f(x,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
.
Danail Obreschkow