BinarySearch: Search soft threshold

Description Usage Arguments Value See Also

Description

A binary search to find proper soft threshold lamv such that

sv = soft(argv, lamv) / ||soft(argv, lamv)||_2, ||sv||_1 = sumabsv

Usage

1
BinarySearch(argv, sumabsv, maxiter = 150)

Arguments

argv

the vector to be soft thresholded

sumabsv

upperbound of the L_1 norm of sv

maxiter

max iteration to perform binary search

Value

the proper threshold level lamv.

See Also

symmPMD().


lingxuez/sLED documentation built on May 7, 2019, 2:55 a.m.