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wavethresh (version 4.6.1)

FullWaveletCV: Perform whole wavelet cross-validation in C code

Description

Perform whole wavelet cross-validation in C code. This routine equivalent to CWCV except that more preparatory material is passed to C code for speed.

The major difference is that only the cross-validated wavelet threshold is returned.

Usage

FullWaveletCV(noisy, ll = 3, type = "soft", filter.number = 10, family =
    "DaubLeAsymm", tol = 0.01, verbose = 0)

Arguments

noisy
A vector of dyadic (power of two) length that contains the noisy data that you wish to apply wavelet shrinkage by cross-validation to.
ll
The primary resolution that you wish to assume. No wavelet coefficients that are on coarser scales than ll will be thresholded.
type
this option specifies the thresholding type which can be "hard" or "soft".
filter.number
This selects the smoothness of wavelet that you want to perform wavelet shrinkage by cross-validation.
family
specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".
tol
this specifies the convergence tolerance for the cross-validation optimization routine (a golden section search).
verbose
Controls the printing of "informative" messages whilst the computations progress. Such messages are generally annoying so it is turned off by default.

Value

  • The cross-validated wavelet threshold.

Details

Description says all

See Also

CWCV