Computes the Haar periodogram of x and denoises it using the Haar-Fisz transform. If denoise.gauss is set to f.u, then WaveThresh3 is required.
|x||The time series, its length must be a power of 2.|
|denoise.gauss||Unquoted name of an S-Plus routine for denoising vectors contaminated with stationary Gaussian noise. Must take and return a vector of length 2^J where J is an integer. The following routines supplied in this package can be used here: f.u, f.sp. The user can define and plug in his or her own routines here.|
|M||The resolution of the Haar-Fisz transform used in the denoising algorithm, see Section 5.3.1 of the thesis.|
|cycles||The number of external cycle spins to be performed.|
|TT||The length of x.|
|S||The sequence of smoothed Haar periodogram coefficients of x.|