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@example.com>, Hee-Seok Oh <firstname.lastname@example.org>|
|Date of publication||2013-01-18 10:21:20|
|Maintainer||Donghoh Kim <email@example.com>|
|License||GPL (>= 2)|
cvimpute.by.wavelet: Imputation by wavelet
cvimpute.image.by.wavelet: Imputation for two-dimensional data by wavelet
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