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.
Takes:
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. |
Returns:
TT | The length of x. |
S | The sequence of smoothed Haar periodogram coefficients of x. |