Jackknife Estimation

jackknife(object, ...)

# S4 method for numeric
jackknife(object, do, ...)

# S4 method for JackknifeVector
summary(object, ...)

Arguments

object

A numeric vector.

...

Extra arguments passed to do.

do

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

Value

jackknife() returns a JackknifeVector object (i.e. a numeric vector of the n leave-one-out values of do).

summary() returns a named numeric vector with the following elements:

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()

Author

N. Frerebeau

Examples

## Jackknife
x <- rnorm(20)
jack <- jackknife(x, do = mean) # Sample mean
summary(jack)
#>      mean      bias     error 
#> 0.3092902 0.0000000 0.2373596