fisz

 

Fisz Transformation 

 

DESCRIPTION

 

Implements the Fisz transformation on a vector of Poisson observations.

 

USAGE

 

f = fisz(signal)

 

REQUIRED ARGUMENTS

 

 

 

signal

 

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

 

 

 

VALUE

 

 

 

f

 

Vector of observations after applying the Fisz transformation on the original signal

 

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

fiszinv, recfisz, recfiszTI