smash_dwt: Empirical Bayes wavelet smoothing via DWT

View source: R/smash_dwt.R

smash_dwtR Documentation

Empirical Bayes wavelet smoothing via DWT

Description

Smooth homogeneous Gaussian data.

Usage

smash_dwt(
  x,
  sigma,
  filter.number = 1,
  family = "DaubExPhase",
  ebnm_params = list(),
  W = NULL
)

Arguments

x

data

sigma

known standard error

filter.number, family

wavelet family and filter number as in 'wavethresh' package

ebnm_params

a list of 'ebnm' parameters

W

the dwt matrix for calc posterior variance. Remove the first row which is all 1/sqrt(n).

Value

a list of

mu.est:

posterior mean

mu.var:

posterior variance

loglik:

log likelihood

dKL:

KL divergence between g(the prior) and q(the posterior)


DongyueXie/smashrgen documentation built on Jan. 14, 2024, 5:30 a.m.