shrinkage: Shrinkage function for sparse soft-thresholding
In LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model
Description
Usage
Arguments
Value
Description
Shrinkage function for sparse soft-thresholding
Usage
1
shrinkage(y, tau)
Arguments
y
A matrix, or a vector for thresholding
tau
A positive number, threshold
Value
A thresholded matrix, or vector
LSVAR documentation built on May 26, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
Shrinkage function for sparse soft-thresholding
Usage
1 | shrinkage(y, tau)
|
Arguments
y |
A matrix, or a vector for thresholding |
tau |
A positive number, threshold |
Value
A thresholded matrix, or vector
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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