Adaptive Threshold Selection Using Principle of SURE (The irreductible variance term is not included, it does not change the position of the minimum).
SUREthresh(wcn, tresh, diagWWt, b, sigma, hatsigma, policy, keepwc = TRUE)
res
a dataframe contening SURE, hatSURE and their respective minima.
Noisy wavelet coefficents.
Threshold values.
Weights.
Thresholding type (b=1: soft, b=2: JS).
Sd of the noise.
Estimator of the sd (if any).
Dependent or uniform.
Boolean allowing to export the coefficients of the frame after thresholding (TRUE by default).
de Loynes, B., Navarro, F., Olivier, B. (2021). Data-driven thresholding in denoising with Spectral Graph Wavelet Transform. Journal of Computational and Applied Mathematics, Vol. 389.
SURE_MSEthresh