hierarch.stats.jackknife_studentized_covariance

hierarch.stats.jackknife_studentized_covariance(x, y)

Studentized sample covariance using jackknife variance estimate.

Divides the sample covariance by the closed-form jackknife estimate of its standard error. This produces an approximately pivotal test statistic.

Parameters:

x, y: numeric array-likes

Returns:

float64

Jackknife studentized covariance.