soft.thresh {LassoNet}

Soft thresholding operator.

Description

Soft thresholding operator.

Usage

soft.thresh(x, kappa)

Arguments

x

\beta coordinate

kappa

\kappa value in general or \lambda_1 for covariance updating

Details

Soft thresholding definition: S(x,\kappa) = sign(x) (|x| - \kappa)_{+}

Value

x

value after applying soft thresholding operator

Author(s)

Maintainer: Jonas Striaukas <[e-mail]>

Examples

kappa<-0.2
x<-0.7
soft.thresh(x, kappa)