hf.cv {haarfisz}R Documentation

hf.cv

Description

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.

Usage

hf.cv(x, filter.number = 1, family = "DaubExPhase", min.level = 3, type = "hard") 

Arguments

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".

Value

Returns:

est Denoised version of x

Author(s)

Piotr Fryzlewicz


[Package haarfisz version 4.0-2 Index]