R: Perform whole wavelet cross-validation in C code

FullWaveletCV {wavethresh} | R Documentation

## Perform whole wavelet cross-validation in C code

### Description

Perform whole wavelet cross-validation in C code. This routine equivalent to `CWCV` except that more preparatory material is passed to C code for speed.

The major difference is that only the cross-validated wavelet threshold is returned.

### Usage

    FullWaveletCV(noisy, ll = 3, type = "soft", filter.number = 10, family =
        "DaubLeAsymm", tol = 0.01, verbose = 0)

### Arguments

`noisy` | A vector of dyadic (power of two) length that contains the noisy data that you wish to apply wavelet shrinkage by cross-validation to.
`ll` | The primary resolution that you wish to assume. No wavelet coefficients that are on coarser scales than ll will be thresholded.
`type` | this option specifies the thresholding type which can be "hard" or "soft".
`filter.number` | This selects the smoothness of wavelet that you want to perform wavelet shrinkage by cross-validation.
`family` | specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".
`tol` | this specifies the convergence tolerance for the cross-validation optimization routine (a golden section search).
`verbose` | Controls the printing of "informative" messages whilst the computations progress. Such messages are generally annoying so it is turned off by default.

### Details

Description says all

### Value

The cross-validated wavelet threshold.

### Author(s)

G P Nason

### See Also

`CWCV`

[Package wavethresh version 4.6.8 Index]