sd_estimate_gasser_etal

Estimate homoskedastic standard deviation from nonparamatric
 regression.

Fast, wavelet-based Empirical Bayes shrinkage methods for
signal denoising, including smoothing Poisson-distributed data and
Gaussian-distributed data with possibly heteroskedastic error. The
algorithms implement the methods described Z. Xing, P. Carbonetto &
M. Stephens (2021) <https://jmlr.org/papers/v22/19-042.html>.

Peter Carbonetto

smashr

Smoothing by Adaptive Shrinkage

Zhengrong Xing

Matthew Stephens

Kaiqian Zhang

Daniel Nachun

Guy Nason

Stuart Barber

Tim Downie

Piotr Frylewicz

Arne Kovac

Todd Ogden

Bernard Silverman

sd_estimate_gasser_etal function

Arguments

Estimate homoskedastic standard deviation from nonparamatric
   regression. — sd_estimate_gasser_etal

Estimate homoskedastic standard deviation from nonparamatric
   regression.

sd_estimate_gasser_etal: Estimate homoskedastic standard deviation from nonparamatric regression.

Description

Usage

Value

Arguments

Details