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Level-Dependent Cross-Validation Thresholding

Installation

About

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.

Key Metrics

Version 1.1.2
R ≥ 2.15.1
Published 2022-05-02 716 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Donghoh Kim

donghoh.kim@gmail.com

Authors

Donghoh Kim
Hee-Seok Oh

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CVThresh archive

Depends

R ≥ 2.15.1
wavethresh ≥ 4.6.1
EbayesThresh ≥ 1.3.2