hft.inv: hft.inv

hft.invR Documentation

hft.inv

Description

Performs the inverse Haar-Fisz transform.

Usage

hft.inv(data) 

Arguments

data

Vector of length 2^J where J is an integer

Value

The inverse Haar-Fisz transform of data (vector of the same length as data).

Author(s)

Piotr Fryzlewicz

References

Fryzlewicz, P. and Nason, G.P. (2004) A Haar-Fisz algorithm for Poisson intensity estimation. Journal of Computational and Graphical Statistics, 13, 621-638. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/106186004X2697")}

See Also

denoise.poisson, hft

Examples

#
# Make up test set (mimics sequence with half low intensity, followed by
#  half high intensity)
#
test.set <-  c(8,5,6,3, 30,40,20,35)
#
# Do forward HFT
#
test.hft <- hft(test.set)
test.hft
# [1] 16.38621 15.20951 15.65216 14.23795 21.20421 22.89452 19.27753 22.13791
#
# Do inverse HFT
#
test.back <- hft.inv(test.hft)
test.back
# [1]  8  5  6  3 30 40 20 35
#
# Same as original
#

haarfisz documentation built on Sept. 1, 2023, 5:07 p.m.