tguh.reconstr {breakfast}R Documentation

The inverse Tail-Greedy Unbalanced Haar transformation

Description

This function performs the inverse Tail-Greedy Unbalanced Haar transformation, also referred to as reconstruction.

Usage

tguh.reconstr(tguh.decomp.obj)

Arguments

tguh.decomp.obj

A variable returned by tguh.decomp or tguh.denoise.

Details

The Tail-Greedy Unbalanced Haar decomposition and reconstruction algorithms are described in "Tail-greedy bottom-up data decompositions and fast multiple change-point detection", P. Fryzlewicz (2017), preprint.

Value

A vector being the result of the inverse Tail-Greedy Unbalanced Haar transformation of tghu.decomp.obj.

Author(s)

Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk

See Also

tguh.cpt, tguh.decomp, tguh.denoise

Examples

rnoise <- rnorm(10)
rnoise.tguh <- tguh.decomp(rnoise)
print(rnoise.tguh)
rnoise.denoise <- tguh.denoise(rnoise.tguh, 3)
rnoise.clean <- tguh.reconstr(rnoise.denoise)
print(rnoise.clean)

[Package breakfast version 1.0.0 Index]