wavethresh (version 4.6.1)

wvcvlrss: Computes estimate of error for function estimate.

Description

This function is merely a call to the GetRSSWST function.

Usage

wvcvlrss(threshold, ndata, levels, type, filter.number, family, norm, 
	verbose, InverseType)

Arguments

threshold

the value of the threshold that you wish to compute the error of the estimate at

ndata

the noisy data. This is a vector containing the signal plus noise. The length of this vector should be a power of two.

levels

the levels over which you wish the threshold value to be computed (the threshold that is used in computing the estimate and error in the estimate). See the explanation for this argument in the threshold.wst<

type

whether to use hard or soft thresholding. See the explanation for this argument in the threshold.wst function.

filter.number

This selects the smoothness of wavelet that you want to use in the decomposition. By default this is 10, the Daubechies least-asymmetric orthonormal compactly supported wavelet with 10 vanishing moments.

family

specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".

norm

which measure of distance to judge the dissimilarity between the estimates. The functions l2norm and linfnorm are suitable examples.

verbose

If TRUE then informative messages are printed during the progression of the function, otherwise they are not.

InverseType

The possible options are "average" or "minent". The former uses basis averaging to form estimates of the unknown function. The "minent" function selects a basis using the Coifman and Wickerhauser, 1992 algorithm to select a basis to invert.

Value

• A real number which is estimate of the error between estimate and truth at the given threshold.

RELEASE

Version 3.6 Copyright Guy Nason 1995

Details

This function is merely a call to the GetRSSWST function with a few arguments interchanged. In particular, the first two arguments are interchanged. This is to make life easier for use with the nlminb function which expects the first argument of the function it is trying to optimise to be the variable that the function is optimised over.

See Also

GetRSSWST.

Examples

#
# This function performs the error estimation step for the
# wstCVl function and so is not intended for
# user use. 
#