CVThresh: Level-Dependent Cross-Validation Thresholding

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.

Getting started

Package details

AuthorDonghoh Kim <[email protected]>, Hee-Seok Oh <[email protected]>
MaintainerDonghoh Kim <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CVThresh documentation built on May 1, 2019, 10:23 p.m.