| Name : R-waveband
| |
| Version : 4.7.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:23:26
|
| Group : Development/Libraries/Other
| Source RPM : R-waveband-4.7.3-lp153.2.2.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Computes Credible Intervals for Bayesian Wavelet Shrinkage
|
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
