thselect — Threshold selection for de-noising
THR = thselect(X,TPTR)
: defines selection rules for thresholding
: TPTR = 'rigrsure', adaptive threshold selection using principle of Stein's Unbiased Risk Estimate.
: TPTR = 'heursure', heuristic variant of the first option.
: TPTR = 'sqtwolog', threshold is sqrt(2*log(length(X))).
: TPTR = 'minimaxi', minimax thresholding.
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.