Wfil x <limit>
Description Performs wavelet transformation, removes values with magnitude < limit*rms and does an inverse transform.
  See wavefilter. This script lets you see how much wavelet compression can reduce the size of a vector for the specified accuracy. The output window shows the compression.
Hot Key  none
Script homecursors
constants._rms = rms(current)*limit
timetowave current
plot current
wavefilter current constants._rms
wavetotime current

Open scope and paste this script into the command window.
Then press <Ctrl + R> to plot a square wave

Select the Calculator menu "Build/complex/wavelet filter/Wfil x .01 to check it out.

numpoints = 4096
time = (vector(numpoints)/(numpoints-1)*1m)
newplot pulseplot time
setplot pulseplot
setunits time sec
y = 2*pulse(500u) - 1
plot y