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.

AuthorDonghoh Kim <donghoh.kim@gmail.com>, Hee-Seok Oh <heeseok@stats.snu.ac.kr>
Date of publication2013-01-18 10:21:20
MaintainerDonghoh Kim <donghoh.kim@gmail.com>
LicenseGPL (>= 2)
Version1.1.1
http://dasan.sejong.ac.kr/~dhkim/software_cvthresh.html

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