"A HAAR-FISZ ALGORITHM FOR POISSON INTENSITY ESTIMATION"

This page accompanies the article A Haar-Fisz algorithm for Poisson intensity estimation by Piotr Fryzlewicz and Guy P. Nason. The reader can download here the estimation routines written for the paper, as well as the earthquake data set analysed in it.

All the functions have been written in S and designed for S-Plus (version 6.1 for Windows, Professional Edition), which is a commercial package. However, they will also probably work in R, which can be downloaded free of charge here.

Additionally, some functions require WaveThresh3, a free add-on module for S-Plus written by Guy P. Nason.

Downloading and installing the functions and the data set.

  1. Click here to download the file "piefisz", which contains the functions and the data set.
  2. Run S-Plus and type (in Windows) "data.restore("D:\\PATH\\piefisz")", where D:\PATH is the directory containing "piefisz".
  3. The functions and the data set are now available.

List of functions --- click on the name for help

Main routine

Routines for performing the Haar-Fisz transform and the inverse Haar-Fisz transform Gaussian denoisers

The data set --- click on the name for description