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]