FullWaveletCV: Perform whole wavelet cross-validation in C code

In wavethresh: Wavelets Statistics and Transforms

Perform whole wavelet cross-validation in C code

Description

Perform whole wavelet cross-validation in C code. This routine equivalent to CWCV except that more preparatory material is passed to C code for speed.

The major difference is that only the cross-validated wavelet threshold is returned.

Usage

FullWaveletCV(noisy, ll = 3, type = "soft", filter.number = 10, family =
    "DaubLeAsymm", tol = 0.01, verbose = 0)

Arguments

noisy	A vector of dyadic (power of two) length that contains the noisy data that you wish to apply wavelet shrinkage by cross-validation to.
ll	The primary resolution that you wish to assume. No wavelet coefficients that are on coarser scales than ll will be thresholded.
type	this option specifies the thresholding type which can be "hard" or "soft".
filter.number	This selects the smoothness of wavelet that you want to perform wavelet shrinkage by cross-validation.
family	specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".
tol	this specifies the convergence tolerance for the cross-validation optimization routine (a golden section search).
verbose	Controls the printing of "informative" messages whilst the computations progress. Such messages are generally annoying so it is turned off by default.

Details

Description says all

Value

The cross-validated wavelet threshold.

Author(s)

G P Nason

See Also

CWCV

wavethresh documentation built on Sept. 11, 2024, 9:33 p.m.