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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.1.1 by Donghoh Kim, 9 years ago


Browse source code at https://github.com/cran/CVThresh

Authors: Donghoh Kim <[email protected]> , Hee-Seok Oh <[email protected]>

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Depends on wavethresh, EbayesThresh

See at CRAN