BlockThresh: 1d wavelet Block Thresholding

In rwavelet: Wavelet Analysis

Description

This function is used for thresholding coefficients by group (or block) according to the hard or soft thresholding rule.

Usage

BlockThresh(wc, j0, hatsigma, L, qmf, thresh = "hard")

Arguments

wc	wavelet coefficients.
j0	coarsest decomposition scale.
hatsigma	estimator of noise variance.
L	Block size (n mod L must be 0).
qmf	Orthonormal quadrature mirror filter.
thresh	'hard' or 'soft'.

Value

wcb wavelet coefficient estimators.

See Also

invblock_partition, invblock_partition.

Examples

n <- 64
x <- MakeSignal('Ramp', n)
sig <- 0.01
y <- x + rnorm(n, sd=sig)
j0 <- 1
qmf <- MakeONFilter('Daubechies',8)
wc <- FWT_PO(y, j0, qmf)
L <- 2
wcb <- BlockThresh(wc, j0, sig, L, qmf, "hard")

rwavelet documentation built on Jan. 13, 2021, 10:38 a.m.