CVThresh: Level-Dependent Cross-Validation Thresholding
The level-dependent cross-validation method is implemented
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.
| Version: |
1.1.2 |
| Depends: |
R (≥ 2.15.1), wavethresh (≥ 4.6.1), EbayesThresh (≥ 1.3.2) |
| Published: |
2022-05-02 |
| Author: |
Donghoh Kim,
Hee-Seok Oh |
| Maintainer: |
Donghoh Kim <donghoh.kim at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
CVThresh results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=CVThresh
to link to this page.