ddhft.np.2: Data-Driven Haar-Fisz transformation

In DDHFm: Variance Stabilization by Data-Driven Haar-Fisz (for Microarrays)

Data-Driven Haar-Fisz transformation

Description

Forward Data-Driven Haar-Fisz transform

Usage

ddhft.np.2(data, Ccode=TRUE)

Arguments

data	A vector of size $2^J$ containing the data to variance stabilize and Gaussianize.
Ccode	If TRUE then fast C code is used, otherwise R code is used

Details

Performs the data-driven Haar-Fisz transform on sequence data. This consists of (i) the Haar wavelet transform of sequence; (ii) estimation of mean-variance relationship between finest level smoothing and detail wavelet coefficients using isotonic regression (see isotone); (iii) divide wavelet detail coefficients by smooth ones subjected to the estimated mean-variance relationship; (iv) perform the inverse Haar wavelet transform of the modified coefficients.

The aim is to variance stabilize and Gaussianize the sequence data which is only assumed to be positive and possess an underlying increasing mean-variance relationship.

Value

A list containing the following components

hft	The data-driven Haar-Fisz transform of the input sequence
mu	The mu's obtained from the input sequence used for estimating the mean-variance relationship
sigma	The estimated standard deviation as a function of the mean, the result of the isotonic regression fit of sigma2 on sigma
sigma2	The local multiscale standard deviations associated with each mean
factors	The numbers that divide the detail coefficients to standardize variance (obtained from the mean-variance estimation)

Author(s)

Piotr Fryzlewicz <[e-mail]>

References

Fisz, M. (1955), The limiting distribution of a function of two independent random variables and its statistical application, Colloquium Mathematicum, 3, 138-146.

Delouille, V., Fryzlewicz, P. and Nason, G.P. (2005), A data-driven Haar-Fisz transformation for multiscale variance stabilization. Technical Report, 05:06, Statistics Group, Department of Mathematics, University of Bristol

See Also

ddhft.np.inv

Examples

#
# Generate example Poisson data set.
#
# Intensity function is steps from 1 to 32 in steps of 4 with each intensity
# lasting for 128 observations. Then sample Poisson with these intensities
#
v <- rpois(1024, lambda=rep(seq(from=1, to=32, by=4), rep(1024/8,8)))
#
# Let's take a look at this
#
## Not run: ts.plot(v)
#
# Ok. So mean of intensity clear increasing, but variance increasing too
#
# Now do data-driven Haar-Fisz
#
vhft <- ddhft.np.2(v)
#
# Now plot the variance stabilized series
#
## Not run: ts.plot(vhft$hft)
#
# The variance of the observations is much closer to 1. For example, let's
# look a the variance of the original series and the transformed one
#
# For the first intensity of 1
#
var(v[1:128])
#[1] 0.6628322
#
var(vhft$hft[1:128])
#[1] 1.025151
#
#
# And for second intensity of 5
#
#
var(v[129:256])
#[1] 4.389518
var(vhft$hft[129:256])
#[1] 1.312953
#
# So both transformed variances near to 1
#
# Now plot the estimated variance-mean relationship
#
## Not run: plot(vhft$mu, vhft$sigma)
## Not run: lines(vhft$mu, sqrt(vhft$mu))
#
# This is an approximately square root function (because you expect the
# sd of Poisson to be the square root of the mean).
#

DDHFm documentation built on Oct. 4, 2024, 5:11 p.m.