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The level-dependent cross-validation method is implemented 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.
| Version: | 1.1.2 |
| Depends: | R (≥ 2.15.1), wavethresh (≥ 4.6.1), EbayesThresh (≥ 1.3.2) |
| Published: | 2022-05-02 |
| DOI: | 10.32614/CRAN.package.CVThresh |
| Author: | Donghoh Kim, Hee-Seok Oh |
| Maintainer: | Donghoh Kim <donghoh.kim at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | CVThresh results |
| Reference manual: | CVThresh.pdf |
| Package source: | CVThresh_1.1.2.tar.gz |
| Windows binaries: | r-devel: CVThresh_1.1.2.zip, r-release: CVThresh_1.1.2.zip, r-oldrel: CVThresh_1.1.2.zip |
| macOS binaries: | r-release (arm64): CVThresh_1.1.2.tgz, r-oldrel (arm64): CVThresh_1.1.2.tgz, r-release (x86_64): CVThresh_1.1.2.tgz, r-oldrel (x86_64): CVThresh_1.1.2.tgz |
| Old sources: | CVThresh archive |
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