BlockThresh: 1d wavelet Block Thresholding

In fabnavarro/rwavelet: Wavelet Analysis

1d wavelet Block Thresholding

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")

fabnavarro/rwavelet documentation built on Nov. 5, 2023, 1:01 p.m.