Stixbox Function

covboot - Bootstrap estimate of the variance of a parameter estimate

Calling Sequence

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

Parameters

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.

See Also