Description Usage Arguments Details Value Note Author(s) References See Also Examples
Performs the inverse Haar-NN transform for binomial random variables.
1 | invbinhf.wd(transformed, binsize = 1,print.info=FALSE)
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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. |
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.
estimate |
a vector of transformed observations corresponding to transformed. |
This function requires the package wavethresh.
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.
1 2 3 4 5 | x<-rbinom(256,32,.35)
y<-binhf.wd(x,32)
x1<-invbinhf.wd(y,32)
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