prox_f1: Proximal mapping of f_1

Description Usage Arguments

View source: R/RcppExports.R

Description

prox_f1 computes the proximal mapping of the average quantile loss

Usage

1
prox_f1(theta, y, tau = 0.05, step = 1)

Arguments

theta

input

y

response

tau

quantile parameter

step

step-size


halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.