hf.cv {haarfisz} | R Documentation |
Denoises a Gaussian contaminated vector using wavelet thresholding with a threshold chosen by ``leave-half-out" cross-validation. Requires WaveThresh3. Also see help to wd, threshold and wr in WaveThresh.
hf.cv(x, filter.number = 1, family = "DaubExPhase", min.level = 3, type = "hard")
x |
The noisy vector, its length must be a power of 2. |
filter.number |
The filter number of the analysing wavelet. Can be set to 1, 2, ..., 10 for family == "DaubExPhase" , or to 4, 5, ..., 10 for family == "DaubLeAsymm" . |
family |
The family of wavelet bases from which the wavelet filter.number is chosen. Can be set to "DaubExPhase" or "DaubLeAsymm". |
min.level |
The minimum level thresholded. |
type |
Type of thresholding, can be set to "hard" or "soft". |
Returns:
est |
Denoised version of x |
Piotr Fryzlewicz