R/softA.R

In ldstatsHD: Linear Dependence Statistics for High-Dimensional Data

Defines functions softA

Documented in softA

softA <- function (a, lam, penalize.diagonal) 
{
    out <- sign(a) * pmax(0, as.matrix(abs(a) - lam))
    if (!penalize.diagonal) 
        diag(out) <- diag(as.matrix(a))
    return(out)
}

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