GSHshrink: Wavelet shrinkage under GSH prior.

In Alexestat/bayesShrink: Bayesian wavelet shrinkage

Description

Performs bayesian shrinkage under GSH prior on empirical wavelet coefficients.

Usage

GSHshrink(d, alpha, tau, t, s)

Arguments

d	Empirical wavelet coefficients vector.
alpha	Weight of the point mass at zero function of the prior.
tau	Scale parameter of the GSH prior.
t	Kurtosis parameter of the GSH prior.
s	Standard deviation of the normal random noise.

Value

Shrunk wavelet coefficients vector.

Examples

GSHshrink(c(0.5,1,2),0.9,1,2,1)

Alexestat/bayesShrink documentation built on Oct. 6, 2020, 12:42 a.m.