FullWaveletCV

Perform whole wavelet cross-validation in C code. This
routine equivalent to <code>CWCV</code> 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.

smooth

Performs 1, 2 and 3D real and complex-valued wavelet transforms,
nondecimated transforms, wavelet packet transforms, nondecimated
wavelet packet transforms, multiple wavelet transforms,
complex-valued wavelet transforms, wavelet shrinkage for
various kinds of data, locally stationary wavelet time series,
nonstationary multiscale transfer function modeling, density
estimation.

Guy Nason

wavethresh

Wavelets Statistics and Transforms

Stuart Barber

Tim Downie

Piotr Frylewicz

Arne Kovac

Todd Ogden

Bernard Silverman

FullWaveletCV function

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

Arguments

Author

Perform whole wavelet cross-validation in C code — FullWaveletCV

<dl>

<dt>noisy</dt>
<dd>A vector of dyadic (power of two) length that contains the
	noisy data that you wish to apply wavelet shrinkage by
	cross-validation to.</dd>

<dt>ll</dt>
<dd>The primary resolution that you wish to assume. No wavelet coefficients that are on coarser scales than ll will be thresholded.</dd>

<dt>type</dt>
<dd>this option specifies the thresholding type which can be "hard" or "soft".</dd>

<dt>filter.number</dt>
<dd>This selects the smoothness of wavelet that you want to perform wavelet shrinkage by cross-validation.</dd>

<dt>family</dt>
<dd>specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".</dd>

<dt>tol</dt>
<dd>this specifies the convergence tolerance for the cross-validation optimization routine (a golden section search).</dd>

<dt>verbose</dt>
<dd>Controls the printing of "informative" messages whilst the computations progress. Such messages are generally annoying so it is turned off by default.</dd>

</dl>

Perform whole wavelet cross-validation in C code

FullWaveletCV: Perform whole wavelet cross-validation in C code

Description

Usage

Value

Arguments

Author

Details

See Also