[R] denoising univariate data with wavelets

[Jane Fridlyand]

Hi,

I am interested in a applying wavelets as a smoothing tool for my
(1-dimensional) data. I looked into wavetresh and waveslim packages but
could not quite figure out an obvious way to do this after running dwt or
wt functions. Would someone be able to point me in the right direction on
how to denoise univariate data using one of wavelet packages available in
R?

Thank you very much

Jane

ps kalman filter does a good job on my data but tends to dampen spikes too
much so i was looking to compare its performance with wavelets denoising.

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