PoissonRDP: Poisson Recursive Dyadic Partitioning

PoissonRDPR Documentation

Poisson Recursive Dyadic Partitioning

Description

Calculates the piecewise constant intensity function using penalized likelihood recursive dyadic partitioning method in a Poisson model.

Usage

PoissonRDP(sig, gamma)

Arguments

sig

a numeric vector determining the raw data, e.g., the heights (counts) of the histograms to be smoothed.

gamma

a scalar determining the penalty factor in the penalized likelihood method.

Value

A numeric vector of estimated c(t), the smoothed histogram of data.

Source

This code is based on MATLAB code from Kolaczyk and Nowak (2005). Drs. Kolaczyk and Nowak have agreed to allow our translation in the package.

References

Kolaczyk, E.D. and Nowak, R.D. (2004). Multiscale likelihood analysis and complexity penalized estimation, The Annals of Statistics, 32(2), 500-527. doi: 10.1214/009053604000000076.

Kolaczyk, E.D. and Nowak, R.D. (2005). Multiscale generalized linear models for nonparametric function estimation. Biometrika, 92(1), 119–133. doi: 10.1093/biomet/92.1.119.


dpwynne/mmnst documentation built on Aug. 1, 2023, 8:08 a.m.