Applies nonlinear shrinkage rule to wavelet coefficients.
This function is usually used for data smoothing or signal de-noising.
This function is an S Version 3 generic (see Methods);
method functions can be written to handle specific
S Version 3 classes of data. Classes which already
have methods for this function include:
crystal.list, crystal.vector, crystal.matrix, wp.crystal
.
a non-negative value or a vector, see details below.
OPTIONAL ARGUMENTS:
high.threshold
upper threshold, see details below.
shrink.fun
shrink function: one of the character strings
"soft" or
"hard".
See details below.
VALUE:
an object with the same structure as the input with shrunk values.
DETAILS:
If
x is a crystal or a numeric vector,
threshold should be a non-negative
number.
If
x is a list,
threshold should be a vector.
If length(threshold)>=length(x), the last
length(x) in
threshold vector
are used; otherwise,
length(x)-length(threshold) zeros are added at the
beginning of the
threshold vector.
REFERENCES:
Donoho, D. and Johnstone, I. (1992). Ideal Spatial Adaptation by Wavelet Shrinkage.
Technical report, Department of Statistics, Stanford University.