shrinkage.lr: Shrinkage function for low-rank soft-thresholding

Description Usage Arguments Value

View source: R/LSVAR.R

Description

Shrinkage function for low-rank soft-thresholding

Usage

1
shrinkage.lr(y, tau)

Arguments

y

A matrix, or a vector for thresholding

tau

A positive number, threshold

Value

A thresholded matrix, or vector


peiliangbai92/LSVAR documentation built on Dec. 22, 2021, 7:40 a.m.