| shrinkage {LSVAR} | R Documentation |
Shrinkage function for sparse soft-thresholding
Description
Shrinkage function for sparse soft-thresholding
Usage
shrinkage(y, tau)
Arguments
y |
A matrix, or a vector for thresholding |
tau |
A positive number, threshold |
Value
A thresholded matrix, or vector
[Package LSVAR version 1.2 Index]