S {penalizedcdf}R Documentation

Threshold function for CDF penalty

Description

Applies the threshold rule to obtain the vector of sparse estimates

Usage

S(bm_gm,
  db,
  w)

Arguments

bm_gm

Vector of pseudo-solution.

db

Lambda-rho ratio.

w

Weights obtained from the penalty function.

Value

The estimated coefficient


[Package penalizedcdf version 0.1.0 Index]