Jackknife Estimation

Jackknife Estimation

Usage

jackknife(object, ...)

# S4 method for class 'numeric'
jackknife(object, do, ..., f = NULL)

Arguments

object

A numeric vector.

...

Extra arguments to be passed to do.

do

A function that takes object as an argument and returns a single numeric value.

f

A function that takes a single numeric vector (the leave-one-out values of do) as argument.

Value

If f is NULL (the default), jackknife() returns a named numeric vector with the following elements:

original

The observed value of do applied to object.

mean

The jackknife estimate of mean of do.

bias

The jackknife estimate of bias of do.

error

The jackknife estimate of standard error of do.

If f is a function, jackknife() returns the result of f applied to the leave-one-out values of do.

See also

Other resampling methods: bootstrap(), resample_multinomial(), resample_uniform()

Author

N. Frerebeau

Examples

x <- rnorm(20)

## Jackknife
jackknife(x, do = mean) # Sample mean
#>   original       mean       bias      error 
#> 0.07063859 0.07063859 0.00000000 0.18361189 

## Get the leave-one-out values instead of summary
jackknife(x, do = mean, f = function(x) { x })
#>  [1]  0.12650940  0.05366673  0.02771272  0.12211857  0.07490492  0.06300073
#>  [7]  0.02446729  0.04934548  0.04942766  0.05347429  0.10109588  0.06660367
#> [13]  0.07967788  0.09737128  0.01846015  0.14892284  0.05130272 -0.02555760
#> [19]  0.11566826  0.11459902