"PARAMETRIC MODELLING OF THRESHOLDS ACROSS SCALES IN WAVELET REGRESSION"

This page accompanies the article Parametric modelling of thresholds across scales in wavelet regression by Anestis Antoniadis and Piotr Fryzlewicz. The reader can download here the routines written for the paper: see below for the list of functions available for download.

The functions have been written in S and designed for S-Plus (version "6.0 Professional Release 2"), which is a commercial package. However, they will also probably work in R, which can be downloaded free of charge here.

Additionally, most functions require WaveThresh, a free add-on module for S-Plus / R written by Guy P. Nason.

Obtaining the functions.

The functions are available here in a text format.

Alphabetic list of functions --- click on the name for help.

Alphabetic list of auxiliary functions (not to be run by the user, so no help is provided).