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.
|Author||Donghoh Kim <[email protected]>, Hee-Seok Oh <[email protected]>|
|Maintainer||Donghoh Kim <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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