CVThresh: Level-Dependent Cross-Validation Thresholding

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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 <donghoh.kim@gmail.com>, Hee-Seok Oh <heeseok@stats.snu.ac.kr>
Date of publication
2013-01-18 10:21:20
Maintainer
Donghoh Kim <donghoh.kim@gmail.com>
License
GPL (>= 2)
Version
1.1.1
URLs

View on CRAN

Man pages

cvimpute.by.wavelet
Imputation by wavelet
cvimpute.image.by.wavelet
Imputation for two-dimensional data by wavelet
CVThresh
Level-Dependent Cross-Validation Approach for Wavelet...
cvtype
Generating test dataset index for cross-validation
cvtype.image
Generating test dataset index of two-dimensional data for...
cvwavelet
Wavelet reconstruction by level-dependent Cross-Validation
cvwavelet.after.impute
Cross-Validation Wavelet Shrinkage after imputation
cvwavelet.image
Wavelet reconstruction of image by level-dependent...
cvwavelet.image.after.impute
Cross-Validation Wavelet Shrinkage for two-dimensional data...
dopp
Doppler function
fg1
fg1 function
heav
Heavisine function
ipd
Inductance plethysmography data
ppoly
Piecewise polynomial function

Files in this package

CVThresh
CVThresh/MD5
CVThresh/R
CVThresh/R/CVThresh.R
CVThresh/NAMESPACE
CVThresh/man
CVThresh/man/ppoly.Rd
CVThresh/man/ipd.Rd
CVThresh/man/heav.Rd
CVThresh/man/fg1.Rd
CVThresh/man/dopp.Rd
CVThresh/man/cvwavelet.Rd
CVThresh/man/cvwavelet.image.Rd
CVThresh/man/cvwavelet.image.after.impute.Rd
CVThresh/man/cvwavelet.after.impute.Rd
CVThresh/man/cvtype.Rd
CVThresh/man/cvtype.image.Rd
CVThresh/man/CVThresh.Rd
CVThresh/man/cvimpute.image.by.wavelet.Rd
CVThresh/man/cvimpute.by.wavelet.Rd
CVThresh/DESCRIPTION
CVThresh/data
CVThresh/data/ipd.rda