prox_1: prox_1

Description Usage Arguments Value

View source: R/FastLORS_Functions.R

Description

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.

Usage

1
prox_1(b, tau)

Arguments

b

a matrix or vector

tau

the value to to apply soft thresholding with

Value

prox_b the soft-thresholding function applied to b with threshold tau


jdrhyne2/FastLORS documentation built on March 5, 2020, 6:50 a.m.