R/bishrink.R

In waveslim: Basic Wavelet Routines for One-, Two- and Three-dimensional Signal Processing

bishrink <- function(y1, y2, T) {
  ## Bivariate Shrinkage Function
  ## Usage :
  ##      [w1] = bishrink(y1,y2,T)
  ## INPUT :
  ##      y1 - a noisy coefficient value
  ##      y2 - the corresponding parent value
  ##      T  - threshold value
  ## OUTPUT :
  ##      w1 - the denoised coefficient
  R <- sqrt(abs(y1)^2 + abs(y2)^2)
  R <- R - T
  R <- R * as.numeric(R > 0)
  return(y1 * R/(R+T))
}