Other packages > Find by keyword >

waveband  

Computes Credible Intervals for Bayesian Wavelet Shrinkage
View on CRAN: Click here


Download and install waveband package within the R console
Install from CRAN:
install.packages("waveband")

Install from Github:
library("remotes")
install_github("cran/waveband")

Install by package version:
library("remotes")
install_version("waveband", "4.7.4")



Attach the package and use:
library("waveband")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-03-16
Latest Update: 2024-11-04
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>.
How to cite:
Guy Nason (2010). waveband: Computes Credible Intervals for Bayesian Wavelet Shrinkage. R package version 4.7.4, https://cran.r-project.org/web/packages/waveband. Accessed 30 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:59), 4.5 (2010-03-16 18:23), 4.6 (2012-10-31 14:41), 4.7.1 (2020-10-16 01:10), 4.7.2 (2022-11-12 02:10), 4.7.3 (2024-05-20 19:20), 4.7 (2018-04-13 14:48)
Other packages that cited waveband R package
View waveband citation profile
Other R packages that waveband depends, imports, suggests or enhances
Complete documentation for waveband
Functions, R codes and Examples using the waveband R package
Some associated functions: print.wb . summary.wb . 
Some associated R codes: test.data.R .  Full waveband package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
cdfquantreg  
Quantile Regression for Random Variables on the Unit Interval
Employs a two-parameter family of distributions for modelling random variables on the (0, 1) interv ...
Download / Learn more Package Citations See dependency  
DTwrappers  
Simplified Data Analysis with Wrapper Functions for the 'Data.Table' Package
Provides functionality for users who are learning R or the techniques of data analysis. Written as ...
Download / Learn more Package Citations See dependency  
NBR  
Network-Based R-Statistics using Mixed Effects Models
An implementation of network-based statistics in R using mixed effects models. Theoretical backgrou ...
Download / Learn more Package Citations See dependency  
ragtop  
Pricing Equity Derivatives with Extensions of Black-Scholes
Algorithms to price American and European equity options, convertible bonds and a variety of other ...
Download / Learn more Package Citations See dependency  

28,400

R Packages

239,283

Dependencies

75,283

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA