wavsigmap: Wavelet-Based Signal Estimation Map. This package integrates in a single function several methods available in R packages for estimating wavelet-based signal. Wavelet shirinkage and threshold methods use a lot parameters. Then, a functional available in wavsigmap package combines them and allows one to estimate many models in an easy way. Such approach can help users in the task of choosing the appropriate wavelet model for a given specific target. An example is provided in the context of the output gap estimation.
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