Description Usage Arguments Value References
Selection of the number of wavelet coefficients to be maintained by the cross validation method proposed by Nason in the case of threshold selection. This method is adapted here to select among linear estimators.
1 |
Y |
Noisy observations. |
L |
Level of coarsest scale. |
qmf |
Orthonormal quadrature mirror filter. |
D |
Dimension vector of the models considered. |
wc |
1-d wavelet coefficients. |
CritCV
Cross validation criteria.
hat_f_m_2FCV
Nason, G. P. (1996). Wavelet shrinkage using cross-validation. Journal of the Royal Statistical Society: Series B, 58(2), 463–479.
Navarro, F. and Saumard, A. (2017). Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases. ESAIM: Probability and Statistics, 21, 412–451.
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