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: 2024-11-04 16:11:04 UTC; gnason
Author: Stuart Barber [aut],
  Guy Nason [cre, ctb]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: CRAN
Date/Publication: 2024-11-04 17:50:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 05:18:17 UTC; unix
Archs: waveband.so.dSYM
