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
Examples
x<-rbinom(256,32,.35)
y<-binhf.wd(x,32)