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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • nmr - Sample nmr data set

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

fortran

1.30 score 8 scripts 604 downloads 6 exports 2 dependencies

Last updated 2 months agofrom:69d2e02c14. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 05 2024
R-4.5-linux-x86_64OKDec 05 2024

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

Dependencies:MASSwavethresh