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

The required input arguments are as follows:

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 subroutines.

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