S: Threshold function for CDF penalty

View source: R/lla.R

SR Documentation

Threshold function for CDF penalty

Description

Applies the threshold rule to obtain the vector of sparse estimates

Usage

S(bm_gm,
  db,
  w)

Arguments

bm_gm

Vector of pseudo-solution.

db

Lambda-rho ratio.

w

Weights obtained from the penalty function.

Value

The estimated coefficient


penalizedcdf documentation built on Feb. 16, 2023, 6:20 p.m.

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