LassoNet (version 0.8.3)

soft.thresh: 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

Value

x

value after applying soft thresholding operator

Details

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

Examples

# NOT RUN {
kappa<-0.2
x<-0.7
soft.thresh(x, kappa)
# }