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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.

Versions across snapshots

VersionRepositoryFileSize
1.1.2 rolling linux/jammy R-4.5 CVThresh_1.1.2.tar.gz 77.3 KiB
1.1.2 rolling linux/noble R-4.5 CVThresh_1.1.2.tar.gz 77.2 KiB
1.1.2 rolling source/ R- CVThresh_1.1.2.tar.gz 16.2 KiB
1.1.2 latest linux/jammy R-4.5 CVThresh_1.1.2.tar.gz 77.3 KiB
1.1.2 latest linux/noble R-4.5 CVThresh_1.1.2.tar.gz 77.2 KiB
1.1.2 latest source/ R- CVThresh_1.1.2.tar.gz 16.2 KiB
1.1.2 2026-04-26 source/ R- CVThresh_1.1.2.tar.gz 16.2 KiB
1.1.2 2026-04-23 source/ R- CVThresh_1.1.2.tar.gz 16.2 KiB
1.1.2 2026-04-09 windows/windows R-4.5 CVThresh_1.1.2.zip 80.3 KiB
1.1.2 2025-04-20 source/ R- CVThresh_1.1.2.tar.gz 16.2 KiB

Dependencies (latest)

Depends