The wavelet threshold (WAVTHRSH) subroutine thresholds the detail coefficients in a wavelet decomposition.

The required input arguments are

decomp

specifies a wavelet decomposition that has been computed by using a call to the WAVFT subroutine.

opt

refers to an options vector that specifies the thresholding algorithm used. See the WAVIFT subroutine call for a description of this options vector.

On return, the detail coefficients encoded in decomp are replaced by their thresholded values. Note that this action is not reversible. If you want to retain the original detail coefficients, you should not use the WAVTHRSH subroutine to do thresholding. Rather, you should supply the thresholding argument where appropriate in the WAVIFT, WAVGET, and WAVPRINT subroutine calls.

An example is available in the documentation for the WAVFT subroutine.