svd_st: svd_st

Description Usage Arguments Value

View source: R/FastLORS_Functions.R

Description

svd_st is a function for performing soft-thresholded singular value decomposition of a matrix X

Usage

1
svd_st(X, lambda)

Arguments

X

a matrix

lambda

the value to to apply soft thresholding with

Value

L the soft-thresholded singular value decomposition of X.


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