This is a Matlab script implementing the method described in
C. Deledalle, S. Vaiter, G. Peyré, J. Fadili. Stein Unbiased GrAdient estimator of the Risk (SUGAR) for multiple parameter selection. SIAM Journal on Imaging Sciences, 7(4), pp. 2448–2487, 2014.
Just clone the project.
Have a look at the example*.m files.