Merge pull request #147 from sayantikaSSG/jackknife2

Add Jackknife

src/Survey.jl

@@ -14,6 +14,7 @@ using CategoricalArrays
 include("SurveyDesign.jl")
 include("mean.jl")
 include("quantile.jl")
+include("jackknife.jl")
 include("total.jl")
 include("load_data.jl")
 include("hist.jl")
@@ -30,5 +31,6 @@ export mean, total, quantile
 export plot
 export hist, sturges, freedman_diaconis
 export boxplot
+export jkknife
 
 end

src/jackknife.jl

@@ -0,0 +1,16 @@
+function jkknife(variable:: Symbol, design::OneStageClusterSample ,func:: Function;  params =[])
+    statistic = func(design.data[!,variable],params...)
+    nh = length(unique(design.data[!,design.cluster]))
+    newv = []
+    gdf = groupby(design.data, design.cluster)
+    replicates = [filter(n -> n != i, 1:nh) for i in 1:nh] 
+    for i in replicates
+        push!(newv,func(DataFrame(gdf[i])[!,variable]))
+    end
+    c = 0
+    for i in 1:nh
+        c = c+(newv[i]-statistic)^2
+    end
+    var = c*(nh-1)/nh
+    return DataFrame(Statistic = statistic, SE = sqrt(var))
+end

test/jackknife.jl

@@ -0,0 +1,10 @@
+@testset "jackknife.jl" begin
+    apiclus1_original = load_data("apiclus1")
+    apiclus1_original[!, :pw] = fill(757/15,(size(apiclus1_original,1),)) # Correct api mistake for pw column
+    ##############################
+    # one-stage cluster sample
+    apiclus1 = copy(apiclus1_original)
+    dclus1 = OneStageClusterSample(apiclus1, :dnum, :fpc)
+    @test jkknife(:api00,dclus1, mean).SE[1] ≈ 26.5997 atol = 1e-4
+    @test jkknife(:api00, dclus1, mean).Statistic[1] ≈ 644.1693 atol = 1e-4
+end