CVThresh : Level-dependent Cross-Validation Approach for Wavelet Shrinkage
We explore a cross-validation approach for threshold selection in wavelet shrinkage
and provide R-Package CVThresh for implementation. For details, refer to
CVThresh: R Package for Level-Dependent Cross-Validation Thresholding.
CVThresh 1.0.1 depends on non-CRAN version of WaveThresh4 BETA and
CVThresh 1.1.0 uses CRAN version of WaveThresh.
For CVThresh 1.0.1,
package source and pre-complied
windows binary are provided. To install windows binary,
use RGui menu "Package/Install package(s) from local zip files..." or R command "install.packages".
See CRAN for CVThresh 1.1.0.
See version 1.0.1 or version 1.1.0
reference manual for usage and syntax of
CVTresh for implementing level-dependent cross-validation for wavelet shrinkage.
WaveThresh of Nason (1998) and EbayesThresh of Johnstone & Silverman (2005) are
We provide 7 examples. To carry out all examples in simulation studies and real examples,
follows Introduction. One may
download example R code or copy & paste R code into the R GUI.