Estimates standard deviation of noise in the nonparametric
signal+(Gaussian noise)
regression model. Input vector must be of dyadic length
and assumes a regular grid.
Usage
scale(yobs, L=3, deg=3)
Value
Returns a positive
estimate of the standard deviation of noise in the nonparametric
regression model.
Arguments
yobs
a vector of dyadic length representing signal+(Gaussian noise)
L
lowest resolution level
deg
degree of Meyer wavelet
Author
Marc Raimondo
References
Raimondo, M. and Stewart, M. (2006),
`The WaveD Transform in R', preprint, School and Mathematics and Statistics,
University of Sydney.