invTGUW {trendsegmentR} | R Documentation |
Inverse Tail-Greedy Unbalanced Wavelet (TGUW) transformation
Description
This function is used inside trendsegment
and performs the inverse TGUW transformation by undoing the orthonormal transformation of TGUW
in reverse order.
Details of the inverse TGUW transformation can be found in H. Maeng and P. Fryzlewicz (2023), Detecting linear trend changes in data sequences.
Usage
invTGUW(ts.obj)
Arguments
ts.obj |
A list returned by |
Value
ts.obj |
The modified ts.obj is the result of the inverse TGUW transformation and |
Author(s)
Hyeyoung Maeng hyeyoung.maeng@durham.ac.uk, Piotr Fryzlewicz p.fryzlewicz@lse.ac.uk
See Also
trendsegment
, TGUW
, thresholding
Examples
x <- c(1:10, rep(5,9))
n <- length(x)
x <- x + rnorm(n)
tguwfit <- TGUW(x)
th.const <- 1.3
lambda <- (stats::mad(diff(diff(x)))/sqrt(6)) * sqrt(2 * log(n)) * th.const
thrfit <- thresholding(ts.obj = tguwfit, lambda = lambda, minsegL = 5, bal = 0, connected = TRUE)
invfit <- invTGUW(ts.obj = thrfit)
invfit
[Package trendsegmentR version 1.3.0 Index]