Description Usage Arguments Value
View source: R/FastLORS_Functions.R
prox_1
is the soft-thresholding function. Let the entries of b be b_j. The function subtracts tau from b_j for b_j > tau, sets b_j to 0 where abs(b_j) < tau, and adds tau where b_j < -tau.
1 | prox_1(b, tau)
|
b |
a matrix or vector |
tau |
the value to to apply soft thresholding with |
prox_b the soft-thresholding function applied to b with threshold tau
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