CVThresh {CVThresh}R Documentation

Level-Dependent Cross-Validation Approach for Wavelet Thresholding

Description

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.


[Package CVThresh version 1.1.2 Index]