prox_f2: Proximal mapping of f_2

In halleybrantley/detrendr: Quantile Trend Filtering

Description

prox_f2 computes the proximal mapping of the L1 penalty

Usage

prox_f2(eta, lambda, step = 1)

Arguments

eta	input
lambda	regularization parameter
step	step-size

Examples

set.seed(12345)
n <- 1e3
eta <- seq(-3, 3, length.out=n)
lambda <- 1
prox_out <- prox_f2(eta, lambda)
plot(eta, prox_out, type = 'l')
abline(0,1)

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