Jackknife.Reducer
— TypeReducer(f)
Type that holds a function and enforces at runtime that the function returns either a Real
value or missing
. This is used internally to sanity check the input for functions which accept a function argument.
Jackknife.bias
— MethodJackknife.bias(estimator::Function, x)
Compute the jackknife estimate of the bias of estimator
, which is given as a function that computes a point estimate when passed a real-valued vector x
.
Jackknife.estimate
— MethodJackknife.estimate(estimator::Function, x)
Compute the bias-corrected jackknife estimate of the parameter estimator(x)
.
Jackknife.leaveoneout
— MethodJackknife.leaveoneout(estimator::Function, x::AbstractVector{<:Real})
Estimate the parameter $\hat{\theta}$ using the estimating function estimator
for each subsample of x
, systematically omitting each index one at a time. The result is a vector of length length(x)-1
of parameter estimates.
Jackknife.variance
— MethodJackknife.variance(estimator::Function, x)
Compute the jackknife estimate of the variance of estimator
, which is given as a function that computes a point estimate when passed a real-valued vector x
.