24 Stars
Updated Last
1 Year Ago
Started In
July 2016


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This package provides jackknife resampling and estimation functions for Julia.


This package is registered in the General registry and can be installed from the Julia REPL with

julia> using Pkg

julia> Pkg.add("Jackknife")

or in the Pkg REPL mode with ]add Jackknife.


None of the functions here are exported, so you'll have to call them with the prefix Jackknife. or explicitly import them.

Each function takes the following two arguments:

  • A point estimator, given as a Function. The function must return a scalar when passed a vector.

  • A real-valued vector of length > 1.


leaveoneout(estimator, x)

Compute a vector of point estimates based on systematic subsamples of x wherein each index is omitted one at a time. These are the "leave-one-out" estimates. The resulting vector will have length length(x) - 1.


variance(estimator, x)

The variance of the estimator computed using the jackknife technique.

bias(estimator, x)

The bias of the estimator computed using the jackknife technique.

estimate(estimator, x)

The bias-corrected jackknife estimate of the parameter.