proxL2: L2 proximal operator
In chongma8903/smog: Structural Modeling by using Overlapped Group Penalty
proxL2 R Documentation
L2 proximal operator
Description
L2 proximal operator
Usage
proxL2(x, lambda)
Arguments
x
A vector of p numerical values.
lambda
numeric value for the L2 penalty parameter.
Value
A numeric vector soft-thresholded by λ as a group,
which is (1-\frac{λ √{p}}{√{x_1^2+\cdots+x_p^2}})_{+}\bm{x}.
Author(s)
Chong Ma, chongma8903@gmail.com.
References
\insertRefma2019structuralsmog
Examples
proxL2(rnorm(6,2,1),0.5)
chongma8903/smog documentation built on Sept. 13, 2022, 7:31 p.m.
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| proxL2 | R Documentation |
L2 proximal operator
Description
L2 proximal operator
Usage
proxL2(x, lambda)
Arguments
x |
A vector of p numerical values. |
lambda |
numeric value for the L2 penalty parameter. |
Value
A numeric vector soft-thresholded by λ as a group, which is (1-\frac{λ √{p}}{√{x_1^2+\cdots+x_p^2}})_{+}\bm{x}.
Author(s)
Chong Ma, chongma8903@gmail.com.
References
\insertRefma2019structuralsmog
Examples
proxL2(rnorm(6,2,1),0.5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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