[test by reto]
|Authors:||Donghoh Kim, Hee-Seok Oh|
|Title:||CVTresh: R Package for Level-Dependent Cross-Validation Thresholding|
|Abstract:||The core of the wavelet approach to nonparametric regression is thresholding of wavelet coefficients. This paper reviews a cross-validation method for the selection of the thresholding value in wavelet shrinkage of Oh, Kim, and Lee (2006), and introduces the R package CVThresh implementing details of the calculations for the procedures.
This procedure is implemented by coupling a conventional cross-validation with a fast imputation method, so that it overcomes a limitation of data length, a power of 2. It can be easily applied to the classical leave-one-out cross-validation and K-fold cross-validation. Since the procedure is computationally fast, a level-dependent cross-validation can be developed for wavelet shrinkage of data with various sparseness according to levels.
Page views:: 6691. Submitted: 2005-08-22. Published: 2006-04-08.
CVTresh: R Package for Level-Dependent Cross-Validation Thresholding
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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.