opttrunc.m

老外写的小波变换的工具箱

function urisk = opttrunc(y)
% opttrunc -- Perform Truncation
%  Usage
%    urisk = opttrunc(y)
%

tails = reverse(cumsum(reverse(abs(y).^2)));
n = length(y);
penalty = (-n):2:(n-2);
urisk = tails + penalty;
    
    
 
 
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