Jackknife Estimation
Value
Returns a named numeric
vector
with the following elements:
original
The observed value of
do
applied toobject
.mean
The jackknife estimate of mean of
do
.bias
The jackknife estimate of bias of
do
.error
he jackknife estimate of standard error of
do
.
See also
Other resampling methods:
bootstrap()
Examples
x <- rnorm(20)
## Bootstrap
bootstrap(x, do = mean, n = 100)
#> original mean bias error
#> -0.31855823 -0.30325519 0.01530304 0.27985046
## Estimate the 25th and 95th percentiles
quant <- function(x) { quantile(x, probs = c(0.25, 0.75)) }
bootstrap(x, n = 100, do = mean, f = quant)
#> 25% 75%
#> -0.4891911 -0.1542189
## Jackknife
jackknife(x, do = mean) # Sample mean
#> original mean bias error
#> -0.3185582 -0.3185582 0.0000000 0.2915797