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waveband  

Computes Credible Intervals for Bayesian Wavelet Shrinkage
View on CRAN: Click here


Download and install waveband package within the R console
Install from CRAN:
install.packages("waveband")

Install from Github:
library("remotes")
install_github("cran/waveband")

Install by package version:
library("remotes")
install_version("waveband", "4.7.4")



Attach the package and use:
library("waveband")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
First Published: 2010-03-16
Latest Update: 2022-11-12
Description:
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>.
How to cite:
Guy Nason (2010). waveband: Computes Credible Intervals for Bayesian Wavelet Shrinkage. R package version 4.7.4, https://cran.r-project.org/web/packages/waveband. Accessed 01 May. 2025.
Previous versions and publish date:
4.5 (2010-03-16 18:23), 4.6 (2012-10-31 14:41), 4.7.1 (2020-10-16 01:10), 4.7.2 (2022-11-12 02:10), 4.7.3 (2024-05-20 19:20), 4.7 (2018-04-13 14:48)
Other packages that cited waveband R package
View waveband citation profile
Other R packages that waveband depends, imports, suggests or enhances
Complete documentation for waveband
Functions, R codes and Examples using the waveband R package
Some associated functions: print.wb . summary.wb . 
Some associated R codes: test.data.R .  Full waveband package functions and examples
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