function [C,y] = covjack(x,theta,p1,p2,p3,p4,p5,p6,p7,p8,p9)
%COVJACK Jackknife estimate of the variance of a parameter estimate.
%
% C = covjack(X,'T')
%
% The function omputes T(X) with one observation removed at a
% time and uses the result to compute an estimate of the vari-
% ance 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. Note that the jackknife
% method does not work for some functions T that are not smooth
% enough, the median being one example.
% Anders Holtsberg, 14-12-94
% Copyright (c) Anders Holtsberg
arglist = [];
for i = 3:nargin
arglist = [arglist, ',p', num2str(i-2)];
end
if min(size(x)) == 1
x = x(:);
end
n = size(x,1);
evalstring = [theta,'(xmi',arglist,')'];
xmi = x(2:n,:);
s = eval(evalstring);
y = [s(:) zeros(length(s(:)),n-1)];
for i = 2:n
xmi = x([1:i-1,i+1:n],:);
yy = eval(evalstring);
y(:,i) = yy(:);
end
C = cov(y')*(n-1)^2 / n;