binhf.wd {binhf}

R Documentation

Binomial Haar-Fisz wavelet transform

Description

Forward Haar-Fisz transform for binomial random variables.

Usage

binhf.wd(x, binsize = 1,print.info=FALSE)

Arguments

x	data vector of binomial observations, of length a power of two.
binsize	the binomial size corresponding to x.
print.info	boolean to print some information about the coefficients.

Details

The procedure performs the Haar wavelet transform on the data x, and then modifies the wavelet coefficients by f_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

l	a list of two components transformed: transformed observations corresponding to x and cnew: scaling coefficient vector used in Fisz modification. This needs to be passed on to invbinhf.wd.

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

invbinhf.wd

Examples

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

y<-binhf.wd(x,32)

---