Type: | Package |
Title: | Delete-d Jackknife for Point and Interval Estimation |
Version: | 2.0.0 |
Description: | Implements delete-d jackknife resampling for robust statistical estimation. The package provides both weighted (HC3-adjusted) and unweighted versions of jackknife estimation, with parallel computation support. Suitable for biomedical research and other fields requiring robust variance estimation. |
License: | GPL (≥ 3) |
BugReports: | https://github.com/MohanasundaramS/jackknifeR/issues |
Imports: | doFuture, foreach, future, future.apply, stats, utils |
Suggests: | spelling |
Encoding: | UTF-8 |
Language: | en-US |
RoxygenNote: | 7.3.2 |
NeedsCompilation: | no |
Packaged: | 2025-04-18 06:18:07 UTC; Mohan |
Author: | S. Mohanasundaram [aut, cre] (ORCID = 0000-0003-4639-9419) |
Maintainer: | S. Mohanasundaram <s.mohanasundaram@outlook.com> |
Repository: | CRAN |
Date/Publication: | 2025-04-18 08:10:02 UTC |
Delete-d Jackknife for Estimates
Description
This function creates jackknife samples from the data by sequentially removing d observations from the data, and calculates the estimates by the specified function and its bias, standard error, and confidence intervals.
Usage
jackknife(
statistic,
d = 1,
data,
conf = 0.95,
numCores = detectCores(),
weight = FALSE,
hat_values = NULL,
residuals = NULL,
X = NULL,
p = NULL
)
Arguments
statistic |
a function returning a vector of estimates to be passed to jackknife |
d |
Number of observations to be deleted from data to make jackknife samples. The default is 1 (for delete-1 jackknife). |
data |
Data frame with dependent and independent independent variables specified in the formula |
conf |
Confidence level, a positive number < 1. The default is 0.95. |
numCores |
Number of processors to be used |
weight |
Logical, TRUE for weighted jackknife standard error of regression estimates. Default weight = FALSE |
hat_values |
Vector of hat values (leverages) from the model. Required if 'weight = TRUE |
residuals |
Vector of residuals from the model. Required if |
X |
Model matrix. Required if |
p |
Number of predictors in the model. Required if |
Value
A list containing a summary data frame of jackknife estimates with bias, standard error. t-statistics, and confidence intervals, estimate for the original sample and a data frame with estimates for jackknife samples.
References
Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. doi:10.2307/2332914
Tukey, J. W. (1958). Bias and Confidence in Not-quite Large Samples. Annals of Mathematical Statistics, 29(2), 614-623. doi:10.1214/aoms/1177706647
Shi, X. (1988). A note on the delete-d jackknife variance estimators. Statistics & Probability Letters, 6(5), 341-347. doi:10.1016/0167-7152(88)90011-9
See Also
jackknife.lm()
which is used for jackknifing in linear regression.
Examples
library(future)
plan(multisession) # Initialize once per session
# For linear regression coefficients
jk_results <- jackknife(
statistic = function(sub_data) coef(lm(mpg ~ wt + hp, data = sub_data)),
d = 2,
data = mtcars,
conf = 0.95, numCores = 2)
print(jk_results)
Delete-d Jackknife Estimate for Correlation between Two Variables
Description
This function creates jackknife samples from the data by sequentially removing d observations, calculates the correlation, and estimates bias, standard error, and confidence intervals.
Usage
jackknife.cor(data, d = 1, conf = 0.95, numCores = parallel::detectCores())
Arguments
data |
A data frame with two numeric columns. |
d |
Number of observations to delete (default: 1). |
conf |
Confidence level (default: 0.95). |
numCores |
Number of processors (default: |
Value
A list of class "jackknife" containing estimates, bias, standard error, and confidence intervals.
References
Quenouille (1956), Tukey (1958), Shi (1988).
See Also
Examples
j.cor <- jackknife.cor(cars, d = 2, numCores = 2)
summary(j.cor)
Delete-d Jackknife Estimate for Linear Regression
Description
This function creates jackknife samples from the data by sequentially removing d observations from the data, fits models linear regression model using the jackknife samples as specified in the formula and estimates the jackknife coefficients bias standard error, standard error and confidence intervals.
Usage
jackknife.lm(formula, d = 1, data, conf = 0.95, numCores = detectCores())
Arguments
formula |
Simple or multiple linear regression formula with dependent and independent variables |
d |
Number of observations to be deleted from data to make jackknife samples. The default is 1 (for delete-1 jackknife). |
data |
Data frame with dependent and independent independent variables specified in the formula |
conf |
Confidence level, a positive number < 1. The default is 0.95. |
numCores |
Number of processors to be used |
Value
A list containing a summary data frame of jackknife estimates with bias, standard error. t-statistics, and confidence intervals, linear regression model of original data and a data frame with coefficient estimates of jackknife samples.
References
Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. doi:10.2307/2332914
Tukey, J. W. (1958). Bias and Confidence in Not-quite Large Samples. Annals of Mathematical Statistics, 29(2), 614-623. doi:10.1214/aoms/1177706647
Shi, X. (1988). A note on the delete-d jackknife variance estimators. Statistics & Probability Letters, 6(5), 341-347. doi:10.1016/0167-7152(88)90011-9
See Also
lm()
which is used for linear regression.
Examples
## library(jackknifeR)
jk <- jackknife.lm(mpg ~ wt + hp, d = 2, data = mtcars, numCores = 2)
summary(jk)
Delete-d Jackknife Estimate for Linear Regression
Description
This function creates jackknife samples from the data by sequentially removing d observations from the data, fits models linear regression model using the jackknife samples as specified in the formula and estimates the jackknife coefficients bias standard error, standard error and confidence intervals.
Usage
jackknife.lm.weighted(
formula,
d = 1,
data,
conf = 0.95,
numCores = detectCores()
)
Arguments
formula |
Simple or multiple linear regression formula with dependent and independent variables |
d |
Number of observations to be deleted from data to make jackknife samples. The default is 1 (for delete-1 jackknife). |
data |
Data frame with dependent and independent independent variables specified in the formula |
conf |
Confidence level, a positive number < 1. The default is 0.95. |
numCores |
Number of processors to be used |
Value
A list containing a summary data frame of jackknife estimates with bias, standard error. t-statistics, and confidence intervals, linear regression model of original data and a data frame with coefficient estimates of jackknife samples.
References
Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. doi:10.2307/2332914
Tukey, J. W. (1958). Bias and Confidence in Not-quite Large Samples. Annals of Mathematical Statistics, 29(2), 614-623. doi:10.1214/aoms/1177706647
Shi, X. (1988). A note on the delete-d jackknife variance estimators. Statistics & Probability Letters, 6(5), 341-347. doi:10.1016/0167-7152(88)90011-9
See Also
lm()
which is used for linear regression.
Examples
## library(jackknifeR)
jk_weighted <- jackknife.lm.weighted(mpg ~ wt + hp, d = 2, data = mtcars, numCores = 2)
summary(jk_weighted)