View source for Blocked Standard Error of the Mean

Let X be a time dependent vector of length M.

Brake X into N number of blocks.

Let m = FLOOR(M/N) be the block sizes.

Let r = M mod N be the remainder.  

for {B1,B2, ... BM} be the blocks.

Sudo code

 for N = 2:M
   start = 1
   a is an array of lenth M
   for i = 1:N
     if i > r 
        stop = start+m
     else
        stop = start+m+1
  
     B = X(start:stop)
  
     a[i] = mean(B)   
   bsem = sem(a)