CVThresh: 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.

Version: 1.1.1
Depends: R (≥ 2.15.1), wavethresh (≥ 4.6.1), EbayesThresh (≥ 1.3.2)
Published: 2013-01-18
Author: Donghoh Kim, Hee-Seok Oh
Maintainer: Donghoh Kim <donghoh.kim at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://dasan.sejong.ac.kr/~dhkim/software_cvthresh.html
NeedsCompilation: no
CRAN checks: CVThresh results

Downloads:

Reference manual: CVThresh.pdf
Package source: CVThresh_1.1.1.tar.gz
OS X binary: CVThresh_1.1.1.tgz
Windows binary: CVThresh_1.1.1.zip
Old sources: CVThresh archive