This function computes an estimate of the standard error of the summary statistic.
Details
It is computed as:
$$\hat{se}_{sample}(x) = \sqrt{ \frac{1}{n - 1}\sum_{i=1}^{n} {\hat{\theta}_{i}}^{*} - \hat{\theta}_{M}}^{*} $$
where \(n\) is the number of replications; \({\hat{\theta}}^{*}\) is the sampling replication of the summary statistic; \({\hat{\theta}_{i}}^{*}\) is the computed statistic on the \(i\)-th sampled vector; \({\hat{\theta}_{M}}^{*} = \sum_{i=1}^{n}{{\hat{\theta}_{i}}^{*} / n} \) is the mean of the sampled statistics.