shrinkage: Shrinkage function for sparse soft-thresholding

View source: R/Functions_LpS.R

shrinkageR 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 May 10, 2022, 9:07 a.m.