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.


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install.packages("CVThresh")

1.1.1 by Donghoh Kim, 9 years ago


http://dasan.sejong.ac.kr/~dhkim/software_cvthresh.html


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