function WHYBRTHR, y ;+ ;NAME: ; WHYBRTHR ; ;PURPOSE: ; To perform Shrinkage to Wavelet Coefficients via ; Adaptive Threshold Selection Using Principle of Stein's ; Unbiased Risk Estimate Variant without Rigorous Proof ; ;CATEGORY: ; Wavelets. ; ;CALLING SEQUENCE: ; xhat = WHYBRTHR(Y) ; ;INPUTS: ; y : Noisy Data with Std. Deviation = 1 ; ;OUTPUTS: ; xhat : Estimate of mean vector ; ;EXAMPLE: ; ;NOTES: ; See Donoho, D.L. and Johnstone, I.M. ``Adapting ; to Unknown Smoothness by Wavelet Shrinkage'' ; ;SEE ALSO: ; wmhybrid, wdoshrnk ; ; ;MODIFICATION HISTORY: ; Written by: Amara Graps December, 1994 ;Translated from MatLab Wavelab routine: hybridthresh.m ;- n = WDYADLNG(y,J) magic = SQRT(2*ALOG(n)) eta = (WNNORM(y)^2 - n)/n crit = J^(1.5)/SQRT(n) CASE 1 OF ( eta LT crit): BEGIN xhat = WSOFTTHR(y,magic) END ;eta LT crit ELSE: BEGIN T = WSMIN(WVALSTHR(y), magic) xhat = WSOFTTHR(y ,T) END ;else ENDCASE ; ; Algorithm Source: WaveLab Version 0.600 ; WaveLab WWW site: http://playfair.stanford.edu/ ; WaveLab Questions? e-mail wavelab@playfair.stanford.edu ; RETURN, xhat END ;***************************************************