R: Binomial Haar-Fisz wavelet transform

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/√{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)

[Package binhf version 1.0-1 Index]