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Description

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.
Metadata

Version

1.1.2

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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