thresholds the detail wavelet coefficients in the DiscreteWaveletData object dwd.

thresholds the coefficients using the thresholding specification tspec.

thresholds the wavelet coefficients given by the wavelet indices wind.


  • WaveletThreshold[dwd] is effectively WaveletThreshold[dwd,"Universal"].
  • WaveletThreshold[dwd,tspec,wind] indicates which wavelet coefficients to threshold, using the same index convention as described for DiscreteWaveletData.
  • By default, thresholding is performed on detail coefficients at each refinement level.
  • The threshold specification tspec can be of the form: tfun, .
  • Possible tfun names and options include:
  • {"Hard",δ}0 TemplateBox[{x}, Abs]<=delta; x TemplateBox[{x}, Abs]>delta
    {"Soft",δ} 0 TemplateBox[{x}, Abs]<=delta; sgn(x) (TemplateBox[{x}, Abs]-delta) TemplateBox[{x}, Abs]>delta;
    {"Firm",δ,r,p} 0 TemplateBox[{x}, Abs]<=delta-delta p r; (sgn(x) (delta+delta r-delta p r) (TemplateBox[{x}, Abs]-delta+delta p r))/(delta r) delta-delta p r<TemplateBox[{x}, Abs]<=delta+delta (-p) r+delta r; x TemplateBox[{x}, Abs]>delta+delta (-p) r+delta r;
    {"PiecewiseGarrote",δ}0 TemplateBox[{x}, Abs]<=delta; x-(delta^2)/x TemplateBox[{x}, Abs]>delta
    {"Hyperbola",delta} 0 TemplateBox[{x}, Abs]<=delta; sgn(x) sqrt(x^2-delta^2) TemplateBox[{x}, Abs]>delta;
    {"LargestCoefficients",k}keep the largest k coefficients
  • In all cases is assumed to be a positive number or a thresholding function tfunc to compute . Each should return a positive number.
  • The parameter conditions for are that is a positive real and a positive real number between 0 and 1.
  • The parameter conditions for are to have be a positive real number.
  • The threshold can be automatically computed using the following methods:
  • Automatic thresholding value
    {"FDR",α}false discovery rate at significance level α
    "GCV"minimizes generalized cross-validation function
    "GCVLevel" performed at each level
    "SURE"Stein's unbiased risk estimate
    "SUREHybrid"combination of and thresholding
    "SURELevel" performed at each level
    "Universal"Donoho and Johnstone's universal threshold
    "UniversalLevel" performed at each level
  • The parameter conditions for are that α should be a number between 0 and 1. By default is equivalent to .
  • The following short tspec forms can be used:
  • "FDR"
Introduced in 2010
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