hard.thresh | R Documentation |
Presented with an object returned by best.unbal.haar
, the function
sets to zero those Unbalanced Haar coefficients which fall below a certain threshold
sigma
.
hard.thresh(buh, sigma = 1)
buh |
an object returned by |
sigma |
the threshold (a positive scalar) |
a thresholded object, of the same class as buh
Piotr Fryzlewicz
best.unbal.haar
, hard.thresh.bu
x <- rnorm(1000) x.uh <- best.unbal.haar(x) x.uh.th <- hard.thresh(x.uh) x.uh.th.r <- reconstr(x.uh.th) ts.plot(x.uh.th.r)
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