TY - JOUR AU - Kim, Donghoh AU - Oh, Hee-Seok PY - 2006/04/08 Y2 - 2024/03/29 TI - CVTresh: R Package for Level-Dependent Cross-Validation Thresholding JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 15 IS - 10 SE - Articles DO - 10.18637/jss.v015.i10 UR - https://www.jstatsoft.org/index.php/jss/article/view/v015i10 SP - 1 - 13 AB - 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. ER -