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.

Author

N. Frerebeau

Examples

x <- rnorm(20)

## Jackknife
jackknife(x, do = mean) # Sample mean
#>  original      mean      bias     error 
#> 0.1107294 0.1107294 0.0000000 0.2876161 

## Get the leave-one-out values instead of summary
jackknife(x, do = mean, f = function(x) { x })
#>  [1] 0.13851763 0.02799508 0.09905819 0.02923010 0.15658912 0.19373237
#>  [7] 0.14932911 0.01089888 0.24344877 0.16662723 0.10678649 0.19771789
#> [13] 0.07672201 0.01164173 0.13476464 0.07497330 0.18305575 0.09534394
#> [19] 0.07083753 0.04731882