Jackknife.jl

This package provides jackknife resampling and estimation functions for Julia.

Installation

This package is registered in the General registry and can be installed from the Julia REPL with

julia> using Pkg

julia> Pkg.add("Jackknife")

or in the Pkg REPL mode with ]add Jackknife.

Functions

None of the functions here are exported, so you'll have to call them with the prefix Jackknife. or explicitly import them.

Each function takes the following two arguments:

• A point estimator, given as a Function. The function must return a scalar when passed a vector.

• A real-valued vector of length > 1.

Resampling

leaveoneout(estimator, x)

Compute a vector of point estimates based on systematic subsamples of x wherein each index is omitted one at a time. These are the "leave-one-out" estimates. The resulting vector will have length length(x) - 1.

Estimation

variance(estimator, x)

The variance of the estimator computed using the jackknife technique.

bias(estimator, x)

The bias of the estimator computed using the jackknife technique.

estimate(estimator, x)

The bias-corrected jackknife estimate of the parameter.