R: Simple wavelet density estimator with hard thresholding

CWavDE {wavethresh} | R Documentation

## Simple wavelet density estimator with hard thresholding

### Description

This function implements the density estimator with hard thresholding described by Hall, P. and Patil, P. (1995) Formulae for mean integrated squared error of nonlinear wavelet-based density estimators, Ann. Statist., 23, 905-928.

### Usage

    CWavDE(x, Jmax, threshold=0, nout=100, primary.resolution=1, filter.number=10,
    	family="DaubLeAsymm", verbose=0, SF=NULL, WV=NULL)

### Arguments

`x` | Vector of real numbers. This is the data for which you want a density estimate for
`Jmax` | The maximum resolution of wavelets
`threshold` | The hard threshold value for the wavelet coefficients
`nout` | The number of ordinates in the density estimate
`primary.resolution` | The usual wavelet density estimator primary resolution
`filter.number` | The wavelet filter number, see `filter.select`
`family` | The wavelet family, see `filter.select`
`verbose` | The level of reporting performed by the function, legit values are 0, 1 or 2, with 2 being more reports
`SF` | Scaling function values in format as returned by `draw.default`
`WV` | Wavelet function values in format as returned by `draw.default`

### Details

As the description.

### Value

A list containing the following components:

`x` | A vector of length `nout` that covers the range of the input data `x`, plus some more depending on the support of the wavelet and the primary resolution.
`y` | A vector of length `nout` that contains the output wavelet density estimate
`sfix` | The integer values of the translates of the scaling functions used in the estimate
`wvixmin` | As for sfix, but a vector of length `Jmax` which contains the minimum integer wavelet translates
`wvixmax` | As for wvixmin, but with the maxima

### Author(s)

G P Nason

### Examples

    #
    # Let's generate a bi-modal artificial set of data.
    #
    x <- c( rnorm(100), rnorm(100, 10))
    #
    # Now perform simple wavelet density estimate
    #
    wde <- CWavDE(x, Jmax=10, threshold=1)
    #
    # Plot results
    #
    ## Not run: plot(wde$x, wde$y, type="l")

[Package wavethresh version 4.6.8 Index]