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.