best.unbal.haar {unbalhaar} | R Documentation |
Best top-down Unbalanced Haar decomposition
Description
The function finds the “best” top-down Unbalanced Haar (UH) decomposition of the input vector
x
, according to a selection rule (criterion
) which specifies which
UH vector gets chosen at each scale and location.
Usage
best.unbal.haar(x, criterion = inner.prod.max)
Arguments
x |
a vector |
criterion |
a function which takes a vector of length n and returns an integer between 1 and n-1 |
Value
tree |
A list of J matrices, where J represents the number of “scales”. Each matrix is of size 5 x (the number of UH coefficients at a given scale). Each column (= vector of length 5) contains an Unbalanced Haar coefficient in the following format: 1st component - an index of the coefficient; 2nd component - the value of the coefficient; 3rd component - time point where the corresponding UH vector starts; 4th component - last time point before the breakpoint of the UH vector; 5th component - end point of the UH vector. |
smooth |
the “smooth” component of |
Author(s)
Piotr Fryzlewicz
See Also
inner.prod.max
, inner.prod.max.p
, best.unbal.haar.bu
Examples
best.unbal.haar(rnorm(100), inner.prod.max.p)