Threshold selection for de-noising
THR = thselect(X,TPTR)
input vector with scaled white noise (N(0,1))
defines selection rules for thresholding
adaptive threshold selection using principle of Stein's Unbiased Risk Estimate.
heuristic variant of the first option.
threshold is sqrt(2*log(length(X))).
minimax thresholding.
threshold X-adapted value using selection rule defined by string TPTR
Threshold selection for de-noising. The algorithm works only if the signal X has a white noise of N(0,1). Dealing with unscaled or nonwhite noise can be handled using rescaling of the threshold.