WaveThresh Help

Thresholding wavelets - Generic function

DESCRIPTION:

Applies soft or hard thresholding

This function is generic (see Methods); method functions can be written to handle specific classes of data. Classes which already have methods for this function include: `wd', `imwd'.

USAGE:

threshold(x, ...)

REQUIRED ARGUMENTS:

x:: an S-PLUS object.

OPTIONAL ARGUMENTS:

...:: methods may have additional arguments.

SIDE EFFECTS:

thresholding is applied to the object and a thresholded version is returned.

RELEASE:

Version 3.5.3 Copyright Guy Nason 1994

REFERENCES:

Donoho, D.L. and Johnstone, I. M. (1992) Ideal Spatial Adaptation via Wavelet Shrinkage. Stanford University, Department of Statistics Technical Report, Number 400.

Nason, G. P. and Silverman, B. W. (1994). The discrete wavelet transform in S. Journal of Computational and Graphical Statistics, 3, 163--191.

EXAMPLES

#
# Plot some test data
#
> tsplot(ynoise)

#
# Do a 1D decomposition
#
> ynwd <- wd(ynoise)
#
# Plot the decomposition of the noisy data
# The by.level argument blows up the smaller levels
#
> plot(ynwd, scaling="by.level")

#
# Threshold it
#
> ynwdt <- threshold(ynwd)
#
# Plot the thresholded version
#
> plot(ynwdt, scaling="by.level")

#
# Reconstruct from the thresholded coefficients
#
> ynwdtr <- wr(ynwdt)
#
# Plot the reconstructed function
#
> tsplot(ynwdtr)

Wavelets Home Page

G.P.Nason@bristol.ac.uk