fiszinv |
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Inverse Fisz Transformation |
DESCRIPTION
Implements the inverse Fisz transformation on the reconstructed signal obtained using Gaussian-based thresholds.
USAGE
f
= fiszinv(signal)
REQUIRED ARGUMENTS |
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signal |
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1-d Reconstructed signal, length(signal)= 2^J |
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VALUE |
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f |
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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