Description Usage Arguments Value Note Author(s) Examples

View source: R/utility_functions.R

Soft Thresholding Function

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`x` |
Design matrix of dimension |

`y` |
response variable (matrix form) of dimension |

`beta` |
vector of regression coefficients to be thresholded |

`lambda` |
tuning parameters |

`weight` |
vector of weights for each beta |

matrix of thresholded regression coefficients

user must supply `x`

AND `y`

, or `beta`

, but not both. I
set it up this way because to get the sequence of lambdas, I use the
`beta`

argument so that I only compute this once. I use the ```
x,
y
```

argument for the CV folds. `lambda`

can be a vector and this
functions will return each thresholded beta for each lambda

Sahir Bhatnagar

Maintainer: Sahir Bhatnagar [email protected]

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