softthresh: Soft Threshold

In lassoshooting: L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting

Description

Soft threshold

Usage

  softthresh(x, t)

Arguments

x	value
t	threshold

Details

Pass x through a soft threshold with parameter t.

Value

A numeric scalar

Examples

  ## Not run: 
    t <- 0.4
    plot(sapply(seq(-2,2,by=0.1),function (x) softthresh(x, t)),type='l')
  
## End(Not run)

Example output

lassoshooting documentation built on May 2, 2019, 9:59 a.m.