TOthreshda1(wavethresh)
TOthreshda1()所属R语言包:wavethresh
Data analytic wavelet thresholding routine
数据分析小波阈值程序
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function might be better called using the regular threshold function using the op1 policy.
该功能可以更好地称为定期threshold函数,使用op1政策。
Corresponds to the wavelet thresholding routine developed by Ogden and Parzen (1994) Data dependent wavelet thresholding in nonparametric regression with change-point applications. Tech Rep 176, University of South Carolina, Department of Statistics.
对应奥格登和Parzen(1994)在非参数回归变点应用依赖于数据的小波阈值的小波阈值常规发展。 176技术代表,南卡罗来纳大学统计系。
用法----------Usage----------
TOthreshda1(ywd, alpha = 0.05, verbose = FALSE, return.threshold = FALSE)
参数----------Arguments----------
参数:ywd
The wd.object that you wish to threshold.
wd.object您要的阈值。
参数:alpha
The smoothing parameter which is a p-value
的平滑化参数,该参数是一个p-值
参数:verbose
Whether messages get printed
消息是否得到印
参数:return.threshold
If TRUE then the threshold value gets returned rather than the actual thresholded object
如果是TRUE,那么阈值被返回,而不是实际的阈值对象
Details
详细信息----------Details----------
The TOthreshda1 method operates by testing the max of each set of squared wavelet coefficients to see if it behaves as the nth order statistic of a set of independent chi^2(1) r.v.'s. If not, it is removed, and the max of the remaining subset is tested, continuing in this fashion until the max of the subset is judged not to be significant.
TOthreshda1方法操作每一组的平方的小波系数的最大值通过测试,看它是否表现为独立智^ 2(1)随机变量的一组n阶统计。如果不是,它除去,和剩余的子集的最大测试,以这种方式继续,直到该子集的最大的被判断为不是要显着。
In this situation, the level of the hypothesis tests, alpha, has default value 0.05. Note that the choice of alpha controls the smoothness of the resulting wavelet estimator – in general, a relatively large alpha makes it easier to include coefficients, resulting in a more wiggly estimate; a smaller alpha will make it more difficult to include coefficients, yielding smoother estimates.
在这种情况下,水平的假设检验,α,具有默认值0.05。请注意,选择的α控制的平滑性将所得的小波估计 - 一般,有比较大的α-,可以更容易地包括系数,导致在一个更蠕动的估计,一个较小的α将使其更难以包括系数,得到平滑的估计。
值----------Value----------
Returns the threshold value if return.threshold==TRUE otherwise returns the shrunk set of wavelet coefficients.
返回阈值,如果return.threshold==TRUE,否则返回缩水的小波系数。
(作者)----------Author(s)----------
Todd Ogden
参见----------See Also----------
threshold,TOthreshda2, wd
threshold,TOthreshda2,wd
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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