Overview

This software complements the paper "Needles and straw in haystacks: Empirical Bayes approaches to thresholding a possibly sparse sequence" and "Empirical Bayes selection of wavelet thresholds" by Iain M. Johnstone and Bernard W. Silverman, submitted for publication 2002. A paper giving a general description of the software and some details both of the general methodology and of some specific technical matters is available here.

The master routine in the software for processing single sequences of data is the function ebayesthresh. To get help for any individual functions in the software click on the INFO button. To download all the help files and other files as a single zip file, click here.

The routine ebayesthresh_wavelet applies the approach to wavelet transforms obtained within the MATLAB Wavelab package. If wavelet transforms are obtained using other toolboxes, the routine will not be applicable directly, but should still provide a model for the user to write their own wavelet smoothing routine making use of the function ebayesthresh.

The software may be downloaded and used freely for academic purposes, provided its use is acknowledged. Commercial use is not allowed without the permission of the author. Please bring any problems or errors to the author's attention.