Bootstrap estimate of the variance of a parameter estimate
C = covboot(X,'T' [,N,arg1,....,argn])
matrix or vector.
string giving a function name.
sets the number of resamples (default is 200)
extra parameters given to T
.
Computes the T(X)
(in fact T(X,arg1,...,argn)
many times
using resampled data and uses the result to compute an estimate of the
variance of T(X)
assuming that X
is a representative sample from the
underlying distribution of X
. If T is multidimensional then the
covariance matrix is estimated. An optional third input argument sets
the number of resamples, default is 200.