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.
Takes:
| 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". |
Returns:
| est | Denoised version of x. |