tguh.denoise {breakfast} | R Documentation |
This function performs the connected thresholding of the Tail-Greedy Unbalanced Haar coefficients.
tguh.denoise(tguh.decomp.obj, lambda, minseglen = 1, bal = 1/20)
tguh.decomp.obj |
A variable returned by |
lambda |
The threshold value. |
minseglen |
The minimum permitted length of either wing of any Unbalanced Haar wavelet whose corresponding coefficient survives the thresholding. |
bal |
The minimum permitted ratio of the length of either wing to the sum of the lengths of both wings of any Unbalanced Haar wavelet whose corresponding coefficient survives the thresholding. |
Typically, the first parameter of tguh.denoise
will be an object returned by
tguh.decomp
. The function tguh.denoise
performs the "connected thresholding"
of this object, in the sense that if a Tail-Greedy Unbalanced Haar detail coefficient does
not have any surviving children coefficients, then it gets set to zero if it falls under
the threshold, or if the corresponding Unbalanced Haar wavelet is too unbalanced or has too
short a wing. See "Tail-greedy bottom-up data decompositions and fast multiple change-point
detection", P. Fryzlewicz (2017), preprint, for details.
Modified object tguh.decomp.obj
; the modification is that the detail coefficients
in the decomp.hist
field that do not survive the thresholding get set to zero.
Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
tguh.cpt
, tguh.decomp
, tguh.reconstr
rnoise <- rnorm(10) rnoise.tguh <- tguh.decomp(rnoise) print(rnoise.tguh) rnoise.denoise <- tguh.denoise(rnoise.tguh, 3) rnoise.clean <- tguh.reconstr(rnoise.denoise) print(rnoise.clean)