PoissonRDP | R Documentation |
Calculates the piecewise constant intensity function using penalized likelihood recursive dyadic partitioning method in a Poisson model.
PoissonRDP(sig, gamma)
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. |
A numeric vector of estimated c(t), the smoothed histogram of data.
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.
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.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.