smper.tilw

smper.tilw(per)

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.

Takes:
per The Haar periodogram of a series. Use hper to obtain the periodogram. per$TT has to be a power of two.

Returns:
TT The same as per$TT.
S The sequence of smoothed Haar periodogram coefficients.