invbinhf.wd {binhf} | R Documentation |
Inverse Haar-NN transform
Description
Performs the inverse Haar-NN transform for binomial random variables.
Usage
invbinhf.wd(transformed, binsize = 1,print.info=FALSE)
Arguments
transformed |
a list of two components transformed: transformed observations of length a power of two and cnew: scaling coefficient vector used in Fisz modification. |
binsize |
the binomial size corresponding to the vector transformed. |
print.info |
boolean to print some information about the coefficients. |
Details
The procedure performs the Haar wavelet transform on the data transformed, and then modifies the wavelet coefficients by =
*sqrt(
(N-
)/2N). The inverse Haar transform is then performed. This modification will stabilize the variance of the resulting vector.
Value
estimate |
a vector of transformed observations corresponding to transformed. |
Note
This function requires the package wavethresh.
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)
x1<-invbinhf.wd(y,32)