The meaning of "Unscaled white noise", "Scaled white noise", and "Non-white noise" correspond to the "one", "sln", and "mln" options in the legacy wden() function. You can see the help for WDEN:
>> doc wden
Please note that if denoising a signal is the goal, the waveletSignalDenoiser app is the recommended option over the legacy waveletAnalyzer UI.
The ability to generate MATLAB scripts from Signal Analyzer app is added in R2017b (See the release notes link below). This is the reason why you are unable to see this option in the Signal Analyzer app.
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