CVThresh              package:CVThresh              R Documentation

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_D_e_s_c_r_i_p_t_i_o_n:

     This package carries out level-dependent cross-validation method
     for the selection of thresholding value in wavelet shrinkage. This
     procedure is implemented by coupling a conventional cross
     validation with an imputation method due to a limitation of data
     length, a power of 2. It can be easily applied to classical
     leave-one-out and k-fold cross validation. Since the procedure is
     computationally fast, a level-dependent cross validation can be
     performed for wavelet shrinkage of various data such as a data
     with correlated errors.

