proxL1: L1 proximal operator

View source: R/RcppExports.R

proxL1R Documentation

L1 proximal operator

Description

L1 proximal operator

Usage

proxL1(x, lambda)

Arguments

x

numeric value.

lambda

numeric value for the L1 penalty parameter.

Value

A numeric value soft-thresholded by λ, which is sign(x)(|x|-λ)_{+}.

Author(s)

Chong Ma, chongma8903@gmail.com.

References

\insertRef

ma2019structuralsmog

Examples

proxL1(2.0,0.5)


chongma8903/smog documentation built on Sept. 13, 2022, 7:31 p.m.