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You could use the (fast :) ) discrete wavelet transformwavelet transform. The package wavethresh under R will do all the work. Anyway, I like the solution of @James because it is simple and seems to go straigh to the point.

You could use the (fast :) ) discrete wavelet transform. The package wavethresh under R will do all the work. Anyway, I like the solution of @James because it is simple and seems to go straigh to the point.

You could use the (fast :) ) discrete wavelet transform. The package wavethresh under R will do all the work. Anyway, I like the solution of @James because it is simple and seems to go straigh to the point.

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You could use the (fast :) ) discrete wavelet transform. The package wavethresh under R will do all the work. Anyway, I like the solution of @James because it is simple and seems to go straigh to the point.