rwavelet (version 0.4.2)

BlockThresh: 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")

Value

wcb wavelet coefficient estimators.

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'.

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")