Smooths the Haar periodogram per using a translation-invariant linear wavelet scheme with primary resolution chosen by leave-half-out cross-validation on the finest scale of the periodogram. Requires WaveThresh3.
Takes:
per | The Haar periodogram of a series. Use hper to obtain the periodogram. per$TT has to be a power of two. |
Returns:
TT | The same as per$TT. |
S | The sequence of smoothed Haar periodogram coefficients. |