Package: waveband 4.7.4

Guy Nason

waveband: Computes Credible Intervals for Bayesian Wavelet Shrinkage

Computes Bayesian wavelet shrinkage credible intervals for nonparametric regression. The method uses cumulants to derive Bayesian credible intervals for wavelet regression estimates. The first four cumulants of the posterior distribution of the estimates are expressed in terms of the observed data and integer powers of the mother wavelet functions. These powers are closely approximated by linear combinations of wavelet scaling functions at an appropriate finer scale. Hence, a suitable modification of the discrete wavelet transform allows the posterior cumulants to be found efficiently for any data set. Johnson transformations then yield the credible intervals themselves. Barber, S., Nason, G.P. and Silverman, B.W. (2002) <doi:10.1111/1467-9868.00332>.

Authors:Stuart Barber [aut], Guy Nason [cre, ctb]

waveband_4.7.4.tar.gz
waveband_4.7.4.tar.gz(r-4.5-noble)waveband_4.7.4.tar.gz(r-4.4-noble)
waveband_4.7.4.tgz(r-4.4-emscripten)waveband_4.7.4.tgz(r-4.3-emscripten)
waveband.pdf |waveband.html✨
waveband/json (API)

# Install 'waveband' in R:
install.packages('waveband', repos = 'https://cloud.r-project.org')
Datasets:
  • nmr - Sample nmr data set

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

1.30 score 664 downloads 6 exports 2 dependencies

Last updated 5 months agofrom:69d2e02c14. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 05 2025
R-4.5-linux-x86_64OKMar 05 2025
R-4.4-linux-x86_64OKMar 05 2025

Exports:plot.wbpower.sumprint.wbsummary.wbtest.datawave.band

Dependencies:MASSwavethresh

Citation

To cite package ‘waveband’ in publications use:

Barber S (2024). waveband: Computes Credible Intervals for Bayesian Wavelet Shrinkage. R package version 4.7.4, https://CRAN.R-project.org/package=waveband.

Corresponding BibTeX entry: 

  @Manual{,
    title = {waveband: Computes Credible Intervals for Bayesian Wavelet
      Shrinkage},
    author = {Stuart Barber},
    year = {2024},
    note = {R package version 4.7.4},
    url = {https://CRAN.R-project.org/package=waveband},
  }