jackknife(data, user_statistic, kwargs=None, return_raw_distribution=False, pass_indices=False)¶
Compute first-order jackknife statistics of the data.
A 1-dimensional data array of size n_samples
The statistic to be computed. This should take an array of data of size (n_samples, n_samples - 1) and return an array of size n_samples or tuple of arrays of size n_samples, representing the row-wise statistics of the input.
- kwargsdictionary (optional)
A dictionary of keyword arguments to be passed to the user_statistic function.
- return_raw_distributionboolean (optional)
if True, return the raw jackknife distribution. Be aware that this distribution is not reflective of the true distribution: it is simply an intermediate step in the jackknife calculation
- pass_indicesboolean (optional)
if True, then the indices of the points rather than the points themselves are passed to user_statistic
- mean, stdevfloats
The mean and standard deviation of the jackknifed distribution
Returned only if return_raw_distribution is True The array containing the raw distribution (length n_samples) Be aware that this distribution is not reflective of the true distribution: it is simply an intermediate step in the jackknife calculation
This implementation is a leave-one-out jackknife. Jackknife resampling is known to fail on rank-based statistics (e.g. median, quartiles, etc.) It works well on smooth statistics (e.g. mean, standard deviation, etc.)