Description Usage Arguments Author(s) References
Only works for soft thresholding.
1 | sure_matrix(d, lambda, p_dim, tau2 = 1)
|
d |
A vector of numerics. The singular values. |
lambda |
A numeric. The shrinkage parameter. |
p_dim |
A vector of positive integers. The dimension of the data array. |
tau2 |
A positive numeric. The variance. Assumed known and defaults to 1. |
David Gerard.
Candes, E., Sing-Long, C. A., & Trzasko, J. D. (2013). Unbiased risk estimates for singular value thresholding and spectral estimators. Signal Processing, IEEE Transactions on, 61(19), 4643-4657.
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