accelerationFactor

fun accelerationFactor(originalData: DoubleArray, estimator: BSEstimatorIfc): Double(source)

For the so called, BCa, interval, the approach requires an acceleration factor. The acceleration factor measures the rate of change of the standard error of the estimator with respect to the target parameter on a normalized scale. This function computes the acceleration factor based on the bootstrap estimates and the original estimated quantity using jackknifing: the sum of the cubed deviations of the jackknife replicates from their mean, divided by 6 times the 3/2 power of the sum of their squared deviations (Efron and Tibshirani, An Introduction to the Bootstrap, eq. 14.15). When the jackknife estimates do not vary, as for the median of data with many ties, there is no skewness to correct and the factor is 0.

Parameters

originalData

the original data used in the bootstrapping process

estimator

the estimator used in the bootstrapping process