haarfisz

Software to Perform Haar Fisz Transforms

Last update: 1 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 4.5.3, 4.5.3, 4.5, 4.5.4

Source code repository: https://github.com/cran/haarfisz

Description

A Haar-Fisz algorithm for Poisson intensity estimation.Will denoise Poisson distributed sequences where underlying intensity is not constant. Uses the multiscale variance-stabilization method called the Haar-Fisz transform. Contains functions to carry out the forward and inverse Haar-Fisz transform and denoising on near-Gaussian sequences. Can also carry out cycle-spinning.Main reference: Fryzlewicz, P. and Nason, G.P. (2004)"A Haar-Fisz algorithm for Poisson intensity estimation." Journal of Computational and Graphical Statistics, 13, 621-638. <doi:10.1198/106186004X2697>.

Cites work

A Haar-Fisz Algorithm for Poisson Intensity Estimation

Described by source

Haar–Fisz Estimation of Evolutionary Wavelet Spectra

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