haarfisz

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.