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.
|per||The Haar periodogram of a series. Use hper to obtain the periodogram. per$TT has to be a power of two.|
|TT||The same as per$TT.|
|S||The sequence of smoothed Haar periodogram coefficients.|