Description Usage Arguments Details Value Author(s) References See Also Examples
Forward Haar-Fisz transform for binomial random variables.
1 |
x |
data vector of binomial observations, of length a power of two. |
binsize |
the binomial size corresponding to x. |
print.info |
boolean to print some information about the coefficients. |
The procedure performs the Haar wavelet transform on the data x, and then modifies the wavelet coefficients by f_jk=d_jk/√{c_jk*(N-c_jk)/2N}. The inverse Haar transform is then performed. This modification will stabilize the variance of the resulting vector.
l |
a list of two components transformed: transformed observations corresponding to x and cnew: scaling coefficient vector used in Fisz modification. This needs to be passed on to invbinhf.wd. |
Matt Nunes (m.nunes@ucl.ac.uk)
Nunes, M.A. and Nason, G.P. (2009) A Multiscale Variance Stabilization for binomial sequence proportion estimation, Statistica Sinica, 19(4), 1491-1510.
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