Package jslx.statistics

Class JackKnifeEstimator

  • public class JackKnifeEstimator
extends java.lang.Object

    • Field Detail

      • myOriginalPopStat

        protected Statistic myOriginalPopStat

      • myOrginalData

        protected double[] myOrginalData

      • myOrgEstimate

        protected double myOrgEstimate

      • myJNStatistics

        protected Statistic myJNStatistics

      • myJNEofSE

        protected double myJNEofSE

      • myDefaultLevel

        protected double myDefaultLevel

    • Constructor Detail

      • JackKnifeEstimator

        public JackKnifeEstimator​(double[] originalData,
                          EstimatorIfc estimator)

    • Method Detail

      • computeJackknife

        protected void computeJackknife()

      • getDefaultCILevel

        public final double getDefaultCILevel()
        Returns:
        the default confidence interval level

      • setDefaultCILevel

        public final void setDefaultCILevel​(double level)
        Parameters:
        level - the level to set must be (0,1)

      • getPseudoValues

        public final double[] getPseudoValues()
        nxoe - (n-1)xjne[i], where n is the number of observations, oe= original estimate and jne[i] is the ith leave one out estimate
        Returns:
        an array containing the jackknife pseudo-values

      • getOriginalData

        public final double[] getOriginalData()
        Returns:
        a copy of the original data

      • getSampleSize

        public final double getSampleSize()
        Returns:
        the number of observations in the original generate

      • getOriginalDataAverage

        public final double getOriginalDataAverage()
        Returns:
        the generate average for the original data

      • getOriginalDataEstimate

        public final double getOriginalDataEstimate()
        Returns:
        the estimate from the supplied EstimatorIfc based on the original data

      • getOriginalDataStatistics

        public final Statistic getOriginalDataStatistics()
        Returns:
        summary statistics for the original data

      • getJackKnifeEstimate

        public final double getJackKnifeEstimate()
        Returns:
        the average of the leave one out samples

      • getJackKnifeEstimateOfSE

        public final double getJackKnifeEstimateOfSE()
        Returns:
        the jackknife estimate of the standard error

      • getJackKnifeConfidenceInterval

        public final Interval getJackKnifeConfidenceInterval()
        The c.i. is based on the Student-t distribution and the jackknife estimate and its estimate of the standard error
        Returns:
        the interval

      • getJackKnifeConfidenceInterval

        public final Interval getJackKnifeConfidenceInterval​(double level)
        The c.i. is based on the Student-t distribution and the jackknife estimate and its estimate of the standard error
        Parameters:
        level - the confidence level, must be in (0,1)
        Returns:
        the interval

      • getJackKnifeBiasEstimate

        public final double getJackKnifeBiasEstimate()
        The estimate is (n-1)x(jne - oe), where n = the number of observations, jne is the jackknife estimate and oe = the original data estimate
        Returns:
        the estimate of the bias based on jackknifing

      • getBiasCorrectedJackknifeEstimate

        public final double getBiasCorrectedJackknifeEstimate()
        Returns:
        the bias corrected jackknife estimate, getOriginalDataEstimate() - getJackKnifeBiasEstimate()

      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object

      • asString

        public java.lang.String asString()