In reply to Ligong Chen.

In many (most?) situations, you shouldn't need jacknife statistics if the data are that large. Use an asymptotic result for the standard error, if it exists.

If you want to use the jacknife anyway, you can always use a loop, as shown for multivariate data. However, for efficiency, I'd break up the problem into sets of size n1, n2, ..., nk, where N=n1+n2+...+nk is the size of the sample. Then use matrices of size N x n_j to compute the jackknife statistics in a vectorized manner.