The de-noising objective is to suppress the noise part of the signal s and to recover f . Choose a wavelet, and choose a level N . Compute the wavelet decomposition of the signal s at level N .
Detail coefficients thresholding.
For each level from 1 to N , select a threshold and apply soft thresholding to the detail coefficients. Compute wavelet reconstruction based on the original approximation coefficients of level N and the modified detail coefficients of levels from 1 to N . Minimax and SURE threshold selection rules are more conservative and are more convenient when small details of function f lie in the noise range. The two other rules remove the noise more efficiently. The option 'heursure' is a compromise.