soft_threshold: Soft-thresholding operator.

Description Usage Arguments

Description

The soft-thresholding operator S_\lambda(x) = sign(x)(abs(x) - \lambda)_+

Usage

1
soft_threshold(x, threshold)

Arguments

x

the vector/matrix of values to be soft thresholded

threshold

the threshold lambda


JimSkinner/spca documentation built on May 7, 2019, 10:52 a.m.