sqrt.est.cv

sqrt.est.cv(noisy, wav.filter.number = 4, family = "DaubLeAsymm", thetamin = 0.01, thetamax = 1, thetalength = 11, ti = T)

Performs the SQRT denoising algorithm with an automatic choice of the theta parameter, as described in Section 5 of the paper. Requires WaveThresh.

Takes:
noisy The noisy vector; its length has to be a power of two.
wav.filter.number The wavelet filter number of the wavelet basis used for denosing. Can be between 1 and 10 if family = "DaubExPhase", and between 4 and 10 if family = "DaubLeAsymm".
family The wavelet family name of the wavelet basis used for denosing. Can be set to "DaubExPhase" (Daubechies' Extremal Phase) or "DaubLeAsymm" (Daubechies' Least Asymmetric).
thetamin The minimum permitted value of the theta parameter of the thresholding profile; must be between 0 and 1.
thetamax The maximum permitted value of the theta parameter of the thresholding profile; must be between 0 and 1 and no less than thetamin.
thetalength The number of equispaced values of theta, between thetamin and thetamax, which the algorithm examines in order to find the optimum value. Must be a positive integer.
ti If T, then the translation-invariant version of the algorithm is performed. If F, then the algorithm is based on the traditional Discrete Wavelet Transform.

Returns:
denv The denoised vector.