binhf (version 1.0-3)

invbinhf.wd: 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.

Value

estimate

a vector of transformed observations corresponding to transformed.

Details

The procedure performs the Haar wavelet transform on the data transformed, and then modifies the wavelet coefficients by \(d'_jk\)=\(d_jk\)*sqrt(\(c_jk\)(N-\(c_jk\))/2N). The inverse Haar transform is then performed. This modification will stabilize the variance of the resulting vector.

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

binhf.wd

Examples

# NOT RUN {
x<-rbinom(256,32,.35)

y<-binhf.wd(x,32)

x1<-invbinhf.wd(y,32)
# }