CVThresh (1.1.1)

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Level-Dependent Cross-Validation Thresholding.

http://dasan.sejong.ac.kr/~dhkim/software_cvthresh.html
http://cran.r-project.org/web/packages/CVThresh

This package carries out level-dependent cross-validation method for the selection of thresholding value in wavelet shrinkage. This procedure is implemented by coupling a conventional cross validation with an imputation method due to a limitation of data length, a power of 2. It can be easily applied to classical leave-one-out and k-fold cross validation. Since the procedure is computationally fast, a level-dependent cross validation can be performed for wavelet shrinkage of various data such as a data with correlated errors.

Maintainer: Donghoh Kim
Author(s): Donghoh Kim <donghoh.kim@gmail.com>, Hee-Seok Oh <heeseok@stats.snu.ac.kr>

License: GPL (>= 2)

Uses: EbayesThresh, wavethresh

Released over 6 years ago.


2 previous versions

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