CVThresh: Level-Dependent Cross-Validation Thresholding

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 < at>
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:, r-release:, r-oldrel:
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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