shrinkage: Shrinkage function for sparse soft-thresholding
In VARDetect: Multiple Change Point Detection in Structural VAR Models
View source: R/Functions_LpS.R
shrinkage R Documentation
Shrinkage function for sparse soft-thresholding
Description
Shrinkage function for sparse soft-thresholding
Usage
shrinkage(y, tau)
Arguments
y
A matrix, or a vector for thresholding
tau
A positive number, threshold
Value
A thresholded matrix, or vector
VARDetect documentation built on June 22, 2024, 10 a.m.
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View source: R/Functions_LpS.R
| shrinkage | R Documentation |
Shrinkage function for sparse soft-thresholding
Description
Shrinkage function for sparse soft-thresholding
Usage
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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