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Jackknife a statistic

version 1.0 (14.8 KB) by

(Extension of JACKKNIFE)

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Function JKNIFE computes values of user-defined scalar-, vector- or matrix-valued statistics in the original sample, and in n leave-one-out samples, where n is the number of rows in X. Addressing limitations of JACKKNIFE (Statistics Toolbox, v. 6), JKNIFE accepts 'fixed', i.e. non-resampled, matrix-valued input arguments, and allows both matrix- and structure-valued output - which can be summarized with function JSTATS, calculating jackknife mean and variance estimates. (A simple 'bias-adjusted' mean estimator is implemented).

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