fiszinv

 

Inverse Fisz Transformation 

 

DESCRIPTION

 

Implements the inverse Fisz transformation on the reconstructed signal obtained using Gaussian-based thresholds.

 

USAGE

 

f = fiszinv(signal)

 

REQUIRED ARGUMENTS

 

 

 

signal

 

1-d Reconstructed signal, length(signal)= 2^J

 

 

 

VALUE

 

 

 

f

 

Vector of observations after applying the inverse Fisz transformation on the reconstructed signal obtained using Gaussian-based thresholds

 

BACKGROUND

 

The procedure is based on a method due to Fisz (1955) to transform Poisson counts in data that are approximately Gaussian distributed and makes use of the Haar discrete wavelet transform.

 

REFERENCES

 

Fisz, M. (1955). The limiting distribution of a function of two independent random variables and its statistical applications. Colloquium Mathematicum, 3, 138-146 .

 

Fryzlewicz, P. & Nason, G.P. (2004). A Haar-Fisz algorithm for Poisson intensity estimation. Journal of Computational and Graphical Statistics, 13, (to appear)

ACKNOWLEDGEMENT 

The fiszinv function is based on an Splus routine kindly provided by  Piotr Fryzlewicz

 SEE ALSO

fisz, recfisz, recfiszTI