Software for the paper "Data-driven wavelet-Fisz methodology for nonparametric function
estimation" by Piotr Fryzlewicz
This web page accompanies the paper Data-driven wavelet-Fisz methodology for nonparametric function estimation by Piotr Fryzlewicz.
At the bottom of this page, you can download R code implementing the main algorithm of the paper: the data-driven wavelet-Fisz estimator and transform. The code requires the prior installation and loading of the R packages wavethresh, EbayesThresh, lokern (in R, go to Packages -> Install package(s)..., follow the instructions, and then issue the commands library(wavethresh), etc).
Please do let me know if you make any modifications or improvements to it or if you have any questions. Also please reference all use of the code. The main routines are: ddhf.est, ddhf.trans, ddhf.trans.inv.
Download the code
Download R (free and easy-to-use software environment for statistics)