Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: wavelet
See also: fwt invfwt sure

Quantlet: stein
Description: Stein computes the optimal threshold for a vector of data plus noise so that the mean squared error is minimized. Stein uses Stein's unbiased risk estimator for the risk. The quantlet sure uses stein to threshold the father and mother wavelet coefficients.

Link:
Usage: {datt, risk} = stein (dat, var)
Input:
dat p vector of input data
var scalar, variance
Output:
datt p vector, thresholded estimate
risk scalar, minimal risk

Example:
; loads the library wavelet
library("wavelet")
var = 1
n = 16
; computes a noisy function
x = 1:n
dat = var * normal(16)
; thresholds dat
{datt, risk} = stein(dat, var)
d = createdisplay(1,1)
tdat = x~datt
setmaskl(tdat,(1:rows(tdat))', 4, 1, 3)
show(d, 1, 1, tdat,x~dat)

Result:
denoised estimate and minimal risk



Author: Y. Golubev, S. Sperlich, 19980105
(C) MD*TECH Method and Data Technologies, 05.02.2006