misc/
ajs_jackknife.pro
This function returns the jackknife method-estimated standard deviation (and optionally the jackknife mean) of n resamplings of a quantity, where each of the n estimates of the quantity is generated by removing (1/n) of the original sample data points.
Routines
result = ajs_jackknife(jackknife_estimates [, original_estimate=original_estimate] [, bias_correction=bias_correction] [, jackknife_mean=jackknife_mean])
This function returns the jackknife method-estimated standard deviation (and optionally the jackknife mean) of n resamplings of a quantity, where each of the n estimates of the quantity is generated by removing (1/n) of the original sample data points.
ajs_jackknife_test
Test ajs_jackknife
Routine details
topajs_jackknife
result = ajs_jackknife(jackknife_estimates [, original_estimate=original_estimate] [, bias_correction=bias_correction] [, jackknife_mean=jackknife_mean])
This function returns the jackknife method-estimated standard deviation (and optionally the jackknife mean) of n resamplings of a quantity, where each of the n estimates of the quantity is generated by removing (1/n) of the original sample data points.
Return value
Return value is the jackknife standard deviation or, if jackknife_estimates is [m, n], returns jackknife covariance matrix [m, m]
Parameters
- jackknife_estimates in required
[n] or [m, n] array of n estimates of a quantity, or n estimates of m quantities
Keywords
- original_estimate in optional
Supply this value to get bias correction (see below)
- bias_correction out optional
Bias-corrected estimate is x_c = x + b where x is the original estimate and b is the bias_correction
- jackknife_mean out optional
Mean of the jackknife samples (NB different from bias-corrected estimate)
Author information
History: |
24 Jan 2008 Created, Anthony Smith 7 Apr 2008 Added covariance output for [m, n] input |
File attributes
Modifcation date: | Fri Jun 6 08:19:26 2008 |
Lines: | 140 |
Docformat: | rst rst |