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wvcvlrss
Computes estimate of error for function estimate.
DESCRIPTION
This function is merely a call to the
GetRSSWST function.
USAGE
wvcvlrss(threshold, ndata, levels, type, filter.number, family, norm,
verbose, InverseType)
REQUIRED ARGUMENTS
- threshold
- the value of the threshold that you wish to compute the error of the
estimate at
- ndata
- the noisy data. This is a vector containing the signal plus noise.
The length of this vector should be a power of two.
- levels
- the levels over which you wish the threshold value to be computed
(the threshold that is used in computing the estimate and error in the
estimate).
See the explanation for this argument in the
threshold.wst function.
- type
- whether to use hard or soft thresholding.
See the explanation for this argument in the
threshold.wst function.
- filter.number
- This selects the smoothness of wavelet that you
want to use in the decomposition. By default this is 10,
the Daubechies least-asymmetric orthonormal compactly supported wavelet
with 10 vanishing moments.
- family
- specifies the family of wavelets that you want to use.
The options are "DaubExPhase" and "DaubLeAsymm".
- norm
- which measure of distance to judge the dissimilarity between the
estimates. The functions l2norm and
linfnorm are suitable examples.
- verbose
- If
TRUE then informative messages are printed during the
progression of the function, otherwise they are not.
- InverseType
- The possible options are "average" or "minent". The former uses basis
averaging to form estimates of the unknown function. The "minent" function
selects a basis using the Coifman and
Wickerhauser, 1992 algorithm to select a basis to invert.
OPTIONAL ARGUMENTS
None.
VALUE
A real number which is estimate of the error between estimate and truth
at the given threshold.
SIDE EFFECTS
None.
DETAILS
This function is merely a call to the
GetRSSWST function with a few arguments
interchanged. In particular, the first two arguments are interchanged.
This is to make life easier for use with the nlminb function
which expects the first argument of the function it is trying to
optimise to be the variable that the function is optimised over.
RELEASE
Version 3.6 Copyright Guy Nason 1995
SEE ALSO
GetRSSWST.
EXAMPLES
#
# This function performs the error estimation step for the
# wstCVl function and so is not intended for
# user use.
#