WaveBand is an add-on for WaveThresh that can compute credible intervals for Bayesian wavelet shrinkage curve estimates.
Introductory information about WaveBand and a link to a longer paper describing it can be found HERE.
The basic WaveThresh3 distribution is a prerequisite for WaveBand. You must have WaveThresh3 loaded to be able to run WaveBand. WaveThresh3 itself requires SPlus.
The following software and help pages were written by Stuart Barber.
The WaveBand software can be downloaded here:
Zip file
Gzipped Tar file
Note: for making the S.so file on a Sun. I get the "_d_sign symbol not loaded" message when I start Splus after creating the S.so file according to the instructions in the README. If this happens try the following. 1. With the files unpacked in the chapter directory type "Splus5 CHAPTER". This should make a makefile. 2. Edit the makefile and uncomment the LOCAL_LIBS line (-lM77 -lF77 -lsunmath_mt, and, of course, comment out the following empty LOCAL_LIBS line). 3. Type Splus5 make S.so (make sure it is remade, i.e. delete any previous S.so, or .o file). It should now work properly when you start Splus5.
WaveBand has 4 help pages. They are:
wave.band
power.sum
plot.wb
test.data