hard.thresh.bu {unbalhaar}

Hard thresholding of a bottom-up Unbalanced Haar decomposition

Description

Presented with an object returned by best.unbal.haar.bu, the function sets to zero those Unbalanced Haar coefficients which fall below a certain threshold sigma.

Usage

hard.thresh.bu(buh.bu, sigma = 1)

Arguments

buh.bu

an object returned by best.unbal.haar.bu containing the decomposition to be thresholded

sigma

the threshold (a positive scalar)

Value

a thresholded object, of the same class as buh.bu

Author(s)

Piotr Fryzlewicz

See Also

best.unbal.haar.bu, hard.thresh

Examples

x <- rnorm(1000)
x.uh <- best.unbal.haar.bu(x)
x.uh.th <- hard.thresh.bu(x.uh)
x.uh.th.r <- reconstr.bu(x.uh.th)
ts.plot(x.uh.th.r)