Inverse Haar-NN transform

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Description

Performs the inverse Haar-NN transform for binomial random variables.

Usage

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invbinhf.wd(transformed, binsize = 1,print.info=FALSE)

Arguments

transformed

a list of two components transformed: transformed observations of length a power of two and cnew: scaling coefficient vector used in Fisz modification.

binsize

the binomial size corresponding to the vector transformed.

print.info

boolean to print some information about the coefficients.

Details

The procedure performs the Haar wavelet transform on the data transformed, and then modifies the wavelet coefficients by d'_jk=d_jk*sqrt(c_jk(N-c_jk)/2N). The inverse Haar transform is then performed. This modification will stabilize the variance of the resulting vector.

Value

estimate

a vector of transformed observations corresponding to transformed.

Note

This function requires the package wavethresh.

Author(s)

Matt Nunes (m.nunes@ucl.ac.uk)

References

Nunes, M.A. and Nason, G.P. (2009) “A Multiscale Variance Stabilization for binomial sequence proportion estimation", Statistica Sinica,19 (4), 1491–1510.

See Also

binhf.wd

Examples

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x<-rbinom(256,32,.35)

y<-binhf.wd(x,32)

x1<-invbinhf.wd(y,32)