wavethresh (version 4.6.1)

threshold.irregwd: hold irregularly spaced wavelet decomposition object

Description

This function provides various ways to threshold a irregwd class object.

Usage

## S3 method for class 'irregwd':
threshold(irregwd, levels = 3:(nlevelsWT(wd) - 1), type = "hard",
	policy = "universal", by.level = FALSE, value = 0, dev = var, boundary = FALSE, verbose = FALSE, return.threshold = FALSE, 
	force.sure=FALSE, cvtol = 0.01, Q = 0.05, alpha=0.05, ...)

Arguments

irregwd

The irregularly spaced wavelet decomposition object that you wish to threshold.

levels

a vector of integers which determines which scale levels are thresholded in the decomposition. Each integer in the vector must refer to a valid level in the irregwd object supplied. This is usually any inte

type

determines the type of thresholding this can be "hard" or "soft".

policy

selects the technique by which the threshold value is selected. Each policy corresponds to a method in the literature. At present the different policies are: "universal", "LSuniversal", "sure", "cv",

by.level

If FALSE then a global threshold is computed on and applied to all scale levels defined in levels. If TRUE a threshold is computed and applied separately to each scale level.

value

This argument conveys the user supplied threshold. If the policy="manual" then value is the actual threshold value.

dev

this argument supplies the function to be used to compute the spread of the absolute values coefficients. The function supplied must return a value of spread on the variance scale (i.e. not standard deviation) such as the var() function. A po

boundary

If this argument is TRUE then the boundary bookeeping values are included for thresholding, otherwise they are not.

verbose

if TRUE then the function prints out informative messages as it progresses.

return.threshold

If this option is TRUE then the actual value of the threshold is returned. If this option is FALSE then a thresholded version of the input is returned.

force.sure

If TRUE then the SURE threshold is computed on a vector even when that vector is very sparse. If FALSE then the normal SUREshrink procedure is followed whereby the universal threshold is used for sparse vectors of co

cvtol

Parameter for the cross-validation "cv" policy.

Q

Parameter for the false discovery rate "fdr" policy.

alpha

Parameter for Ogden and Parzen's first "op1" and "op2" policies.

...

other arguments

Value

• An object of class irregwd. This object contains the thresholded wavelet coefficients. Note that if the return.threshold option is set to TRUE then the threshold values will be returned rather than the thresholded object.

RELEASE

Version 3.6 Copyright Guy Nason 1997

Details

This function thresholds or shrinks wavelet coefficients stored in a irregwd object and returns the coefficients in a modified irregwd object. The thresholding step is an essential component of denoising.

The basic idea of thresholding is very simple. In a signal plus noise model the wavelet transform of signal is very sparse, the wavelet transform of noise is not (in particular, if the noise is iid Gaussian then so if the noise contained in the wavelet coefficients). Thus since the signal gets concentrated in the wavelet coefficients and the noise remains "spread" out it is "easy" to separate the signal from noise by keeping large coefficients (which correspond to signal) and delete the small ones (which correspond to noise). However, one has to have some idea of the noise level (computed using the dev option in threshold functions). If the noise level is very large then it is possible, as usual, that no signal "sticks up" above the noise.

For thresholding of an irregularly spaced wavelet decomposition things are a little different. The original data are irregularly spaced (i.e. [x,y] where the $x_i$ are irregularly spaced) and even if one assumes iid error on the original data once this has been interpolated to a grid by the makegrid function the interpolated data values are not independent. The irregwd function computes the wavelet transform of the interpolated data but also computes the variance of each coefficient using a fast transform. This variance information is stored in the c component of irregwd objects and this function, threshold.irregwd, makes use of this variance information when thresholding each coefficient. For more details see Kovac and Silverman, 2000

Some issues to watch for:

[object Object],[object Object]

See Also

makegrid, irregwd, irregwd object, accessc,

Examples

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# See main examples of these functions in the help to makegrid
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