Package: waveband
Title: Computes Credible Intervals for Bayesian Wavelet Shrinkage
Version: 4.7.4
Date: 2024-11-04
Authors@R: c(person("Stuart", "Barber", role=c("aut"),
	email="stuart@maths.leeds.ac.uk"),
        person("Guy", "Nason", role=c("cre", "ctb"),
        email="g.nason@imperial.ac.uk"))
Depends: R (>= 2.0), wavethresh (>= 4.6)
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>.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2026-10-07 10:02:49 UTC; root
Author: Stuart Barber [aut], Guy Nason [cre, ctb]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: https://guynason.r-universe.dev
Date/Publication: 2024-11-04 17:50:02 UTC
RemoteUrl: https://github.com/cran/waveband
RemoteRef: HEAD
RemoteSha: 69d2e02c145fa22e95f1b55bbc1660abe3b678f3
