softhresh {fdaSP}

Function to solve the soft thresholding problem

Description

Function to solve the soft thresholding problem

Usage

softhresh(x, lambda)

Arguments

x

the data value.

lambda

the lambda value.

Value

the solution to the soft thresholding operator.

References

Hastie T, Tibshirani R, Wainwright M (2015). Statistical learning with sparsity: the lasso and generalizations, number 143 in Monographs on statistics and applied probability. CRC Press, Taylor & Francis Group, Boca Raton. ISBN 978-1-4987-1216-3.