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Stixbox >> Miscellaneous > covboot

covboot

Bootstrap estimate of the variance of a parameter estimate

Calling Sequence

C = covboot(X,'T' [,N,arg1,....,argn])

Parameters

X

matrix or vector.

'T'

string giving a function name.

N

sets the number of resamples (default is 200)

arg1,...,argn

extra parameters given to T.

Description

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.

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