View source: R/SURE_MSEthresh.R
SURE_MSEthresh | R Documentation |
Adaptive Threshold Selection Using Principle of SURE with the inclusion of Mean Squared Error (MSE) for comparison.
SURE_MSEthresh(
wcn,
wcf,
thresh,
diagWWt,
beta = 2,
sigma,
hatsigma = NA,
policy = "uniform",
keepwc = TRUE
)
wcn |
Numeric vector of the noisy spectral graph wavelet coefficients. |
wcf |
Numeric vector of the true spectral graph wavelet coefficients. |
thresh |
Numeric vector of threshold values. |
diagWWt |
Numeric vector of weights typically derived from the diagonal elements of the wavelet frame matrix. |
beta |
A numeric value specifying the type of thresholding to be used:
|
sigma |
A numeric value representing the standard deviation (sd) of the noise. |
hatsigma |
An optional numeric value providing an estimate of the noise standard deviation (default is NA). |
policy |
A character string determining the thresholding policy. Valid options include:
|
keepwc |
A logical value determining if the thresholded wavelet coefficients should be returned (Default is TRUE). |
SURE_MSEthresh
function extends the SUREthresh
function by providing an MSE between the true coefficients and their thresholded versions for a given thresholding function h
. This allows for a more comprehensive evaluation of the denoising quality in simulated scenarios where the true function is known.
A list containing:
A dataframe with calculated MSE, SURE, and hatSURE values.
Minima of SURE, hatSURE, and MSE, and their corresponding optimal thresholds.
Thresholded wavelet coefficients (if keepwc = TRUE
).
Donoho, D. L., & Johnstone, I. M. (1995). Adapting to unknown smoothness via wavelet shrinkage. Journal of the american statistical association, 90(432), 1200-1224.
de Loynes, B., Navarro, F., Olivier, B. (2021). Data-driven thresholding in denoising with Spectral Graph Wavelet Transform. Journal of Computational and Applied Mathematics, Vol. 389.
Stein, C. M. (1981). Estimation of the mean of a multivariate normal distribution. The annals of Statistics, 1135-1151.
SUREthresh
, GVN
, HPFVN
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