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Source code of jackknife.pro:
;+
; NAME:
;       JACKKNIFE
; PURPOSE:
;       Applies the jackknife estimator to a user-defined function and
;       array to which the function is applied.
; CALLING SEQUENCE:
;       JACKKNIFE, array, fct=fct[, val=val]
; EXAMPLES:
;       dy = jackknife(x, fct='median', val=y)
;           Applies the median function to the array x, where y is the
;           median and dy is the one sigma jackknife uncertainty
; KEYWORDS:
;       array = the array to which the estimator is applied
;       fct   = the user-defined function, which accepts only one
;       parameter as input
;       val   = value of the function as applied to the entire array
; MODIFICATION HISTORY:
;       Before 05/06/2007 Written by Eduard Westra
;-
FUNCTION jackknife, data, fct=fct, val=val
  IF N_ELEMENTS(data) LE 2 THEN BEGIN
     message, /info, 'Too few datapoints as input for a jackknife'
     RETURN, 0d
  ENDIF

  nData   = N_ELEMENTS(data)
  jResult = DBLARR(nData)
  val     = CALL_FUNCTION(fct, data)
  FOR i = 0UL, nData - 1 DO BEGIN
     rdx        = UNMATCH(i, nData)
     jResult[i] = CALL_FUNCTION(fct, data[rdx])
  ENDFOR
  sjResult2 = TOTAL((jResult - (TOTAL(jResult)/DOUBLE(nData)))^2) * DOUBLE(nData - 1) / DOUBLE(nData)
  RETURN, SQRT(sjResult2)
END