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.
Package details |
|
---|---|
Author | Donghoh Kim <donghoh.kim@gmail.com>, Hee-Seok Oh <heeseok@stats.snu.ac.kr> |
Maintainer | Donghoh Kim <donghoh.kim@gmail.com> |
License | GPL (>= 2) |
Version | 1.1.2 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.