Jack-knife / bootstrap

Joakim Hove joakim.hove@phys.ntnu.no
Tue Dec 31 09:55:00 GMT 2002


Hello,

I have written some small functions to do jack-knife/bootstrap
estimates. Would it be interesting to include these functions in the
library? 

A rough version is attatched below - if you find it interesting to
include, please indicate the changes you wish to make it conform with
the "programming-style" of the GSL library.

The functions are motivated from Monte Carlo simulations in
statistical physics - where one is often interested in mean and
stanard_error of nonlinear functions of stochastic data, like for
instance the fourth moment 

   U_4 = 1 - <m^4> / (3*<m^2>^2)

where m itself is a stochastic variable.

Best regards - Joakim Hove


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