WaveletCV(wavethresh)
WaveletCV()所属R语言包:wavethresh
Wavelet cross-validation
小波交叉验证
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Two-fold wavelet shrinkage cross-validation (there is a faster C based version CWCV.)
两方面的小波收缩交叉验证(有更快的基于C版本CWCV。)
用法----------Usage----------
WaveletCV(ynoise, x = 1:length(ynoise), filter.number = 10, family =
"DaubLeAsymm", thresh.type = "soft", tol = 0.01, verbose = 0,
plot.it = TRUE, ll=3)
参数----------Arguments----------
参数:ynoise
A vector of dyadic (power of two) length that contains the noisy data that you wish to apply wavelet shrinkage by cross-validation to.
矢(幂)的矢量长度包含噪声的数据,你想申请小波收缩交叉验证。
参数:x
This function is capable of producing informative plots. It can be useful to supply the x values corresponding to the ynoise values. Further this argument is returned by this function which can be useful for later processors.
此功能是能够生产的信息图。它可以是有用的,提供对应的x值,以ynoise值。此外,这种说法是返回的功能,可用于以后的处理器。
参数:filter.number
This selects the smoothness of wavelet that you want to perform wavelet shrinkage by cross-validation.
这将选择要通过交叉验证进行小波收缩小波的平滑度。
参数:family
specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".
指定要使用的小波家庭。的选项“DaubExPhase”和“DaubLeAsymm”。
参数:thresh.type
this option specifies the thresholding type which can be "hard" or "soft".
此选项指定的阈值类型,可以是“硬”或“软”。
参数:tol
this specifies the convergence tolerance for the cross-validation optimization routine (a golden section search).
指定交叉验证优化程序(黄金分割搜索)的收敛公差。
参数:verbose
Controls the printing of "informative" messages whilst the computations progress. Such messages are generally annoying so it is turned off by default.
控制打印的“信息”的消息,而计算的进展。这样的消息一般都是讨厌的,所以它在默认情况下是关闭的。
参数:plot.it
If this is TRUE then plots of the universal threshold (used to obtain an upper bound on the cross-validation threshold) reconstruction and the resulting cross-validation estimate are produced.
如果这是真的,然后绘制的通用阈值(用来获取上的交叉验证阈值的上限)重建和由此产生的交叉验证估计。
参数:ll
The primary resolution that you wish to assume. No wavelet coefficients that are on coarser scales than ll will be thresholded.
你愿意承担的主要决议。没有将阈值的小波系数是粗糙的尺度比LL。
Details
详细信息----------Details----------
Note: a faster C based implementation of this function called CWCV is available. It takes the same arguments (although it has one extra minor argument) and returns the same values.
注:此功能称为CWCV更快的基于C实现的是。它采用相同的参数(虽然它有一个额外的小参数),并返回相同的值。
Compute the two-fold cross-validated wavelet shrunk estimate given the noisy data ynoise according to the description given in Nason, 1996.
计算缩水的2倍交叉验证小波估计喧闹的数据ynoise根据1996年在利晨给出的描述。
You must specify a primary resolution given by ll. This must be specified individually on each data set and can itself be estimated using cross-validation (although I haven't written the code to do this).
您必须指定一个主要的ll决议案。必须单独指定对每个数据集本身就可以使用交叉验证估计(虽然我不写代码,做到这一点)。
Note. The two-fold cross-validation method performs very badly if the input data is correlated. In this case I would advise using other methods.
请注意。如果输入的数据是相关的2倍交叉验证方法进行得很厉害。在这种情况下,我会建议使用其他的方法。
值----------Value----------
A list with the following components <table summary="R valueblock"> <tr valign="top"><td>x</td> <td> This is just the x that was input. It gets passed through more or less for convenience for the user.</td></tr> <tr valign="top"><td>ynoise</td> <td> A copy of the input ynoise noisy data.</td></tr> <tr valign="top"><td>xvwr</td> <td> The cross-validated wavelet shrunk estimate.</td></tr> <tr valign="top"><td>yuvtwr</td> <td> The universal thresholded version (note this is merely a starting point for the cross-validation algorithm. It should not be taken seriously as an estimate. In particular its estimate of variance is likely to be inflated.)</td></tr> <tr valign="top"><td>xvthresh</td> <td> The cross-validated threshold</td></tr> <tr valign="top"><td>uvthresh</td> <td> The universal threshold (again, don't take this value too seriously. You might get better performance using the threshold function directly with specialist options.</td></tr> <tr valign="top"><td>xvdof</td> <td> The number of non-zero coefficients in the cross-validated shrunk wavelet object (which is not returned).</td></tr> <tr valign="top"><td>uvdof</td> <td> The number of non-zero coefficients in the universal threshold shrunk wavelet object (which also is not returned)</td></tr> <tr valign="top"><td>xkeep</td> <td> always returns NULL!</td></tr> <tr valign="top"><td>fkeep</td> <td> always returns NULL!</td></tr> </table>
以下组件列表<table summary="R valueblock"> <tr valign="top"> <TD>x</ TD> <td>这仅仅是x的输入。它被传递更多或更少的方便的用户。</ TD> </ TR> <tr valign="top"> <TD> ynoise </ TD> <td>一个副本输入ynoise噪声数据。</ TD> </ TR> <tr valign="top"> <TD>xvwr </ TD> <TD>交叉验证小波萎缩的估计。</ TD> </ TR> <tr valign="top"> <TD> yuvtwr </ TD> <TD>通用阈值的版本(请注意,这仅仅是一个起点交叉验证算法。它不应该被认真对待的一个估计,特别是其方差的估计是可能被夸大了。)</ TD> </ TR> <tr valign="top"> <TD> xvthresh</ TD> <TD>的交叉验证阈值</ TD> </ TR> <tr valign="top"> <TD> uvthresh</ TD> <TD>通用阈值(再次,不要采取这种价值看得太重。您可能会得到更好的性能直接使用阈值函数与专业选择。</ TD> </ TR> <tr valign="top"> <TD>xvdof </ TD> <TD>非零系数的数目交叉验证的萎缩小波对象(不退还)。</ TD> </ TR> <tr valign="top"> <TD> uvdof </ td> <td>使用数量的非零系数的通用阈值缩水小波对象(它也不会返回)</ TD> </ TR> <tr valign="top"> <TD>xkeep </ TD> <TD>总是返回NULL </ TD> </ TR> <tr valign="top"> <TD>fkeep </ TD> <TD>总是返回NULL!</ TD> </ TR> </ TABLE>
(作者)----------Author(s)----------
G P Nason
参见----------See Also----------
CWCV,Crsswav,rsswav,threshold.wd
CWCV,Crsswav,rsswav,threshold.wd
实例----------Examples----------
#[]
# This function is best used via the policy="cv" option in[此功能是最好的政策,通过使用“CV”选项,]
# the threshold.wd function.[功能的threshold.wd。]
# See examples there.[参见例子。]
#[]
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注:
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