R/MultiSURE.R

In fabnavarro/rwavelet: Wavelet Analysis

#' Apply Shrinkage to Wavelet Coefficients
#'
#' SURE referes to Stein's Unbiased Risk Estimate.
#'
#' @export MultiSURE
#' @param wc  Wavelet Transform of noisy sequence with N(0,1) noise.
#' @param L low-frequency cutoff for Wavelet Transform.
#' @return \code{ws} result of applying SUREThresh to each dyadic block.

MultiSURE <- function(wc, L) {
  d <- dyadlength(wc)
  J <- d$y
  n <- d$x
  for (j in (J - 1):L) {
    wc[dyad(j)] <- SUREThresh(wc[dyad(j)])$x
  }
  ws <- wc
  return(ws)
}

# Copyright (c) 1993-5.  Jonathan Buckheit, David Donoho and Iain Johnstone

# Part of Wavelab Version 850 Built Tue Jan 3 13:20:39 EST 2006 This is
# Copyrighted Material For Copying permissions see COPYING.m Comments? e-mail
# wavelab@stat.stanford.edu