# File "Rjack3". numreps = 500 n = 30 g = 5 estlist = jacklist = NULL truncmean = function(x) { len = length(x) ord = order(x) s = 0 for (ii in (g+1):(len-g)) s = s + x[ord[ii]] return(s/(len-2*g)) } for (rep in 1:numreps) { # Generate some data. x = rnorm(n) estimate = truncmean(x) # Compute the jackknife estimate of variance. thetam = rep(0,n) for (i in 1:n) { if (i==1) xm = x[2:n] else if (i==n) xm = x[1:(n-1)] else xm = c(x[1:(i-1)], x[(i+1):n]) thetam[i] = truncmean(xm) } thetadot = mean(thetam) jackvarest = (n-1)/n * sum((thetam - thetadot)^2) jacklist = c(jacklist, jackvarest) estlist = c(estlist, estimate) } truevarest = var(estlist) print(jacklist) print(mean(jacklist)) print(truevarest)