Corresponds to the wavelet thresholding routine developed by Ogden and Parzen (1994) Data dependent wavelet thresholding in nonparametric regression with change-point applications. Tech Rep 176, University of South Carolina, Department of Statistics.
TOgetthrda1(dat, alpha)
TOgetthrda2(dat, alpha)
TOkolsmi.chi2(dat)
TOonebyone1(dat, alpha)
TOonebyone2(dat, alpha)
TOshrinkit(coeffs, thresh)Various depending on the function
data
a p-value, generally smoothing parameter
Some coefficients to be shrunk
a threshold
Todd Ogden
Not intended for direct use.
TOthreshda1,TOthreshda2,threshold