softhresh

Function to solve the soft thresholding problem

Provides algorithms to fit linear regression models under several popular penalization techniques and functional linear regression models based on Majorizing-Minimizing (MM) and Alternating Direction Method of Multipliers (ADMM) techniques.
See Boyd et al (2010) <doi:10.1561/2200000016> for complete introduction to the method.

Mauro Bernardi

fdaSP

Sparse Functional Data Analysis Methods

Marco Stefanucci

Antonio Canale

softhresh function

<dl><dt>x</dt>
<dd>the data value.</dd>
<dt>lambda</dt>
<dd>the lambda value.</dd></dl>

Arguments

Function to solve the soft thresholding problem — softhresh

<dl>

<dt>x</dt>
<dd>the data value.</dd>


<dt>lambda</dt>
<dd>the lambda value.</dd>

</dl>

softhresh: Function to solve the soft thresholding problem

Description

Usage

Value

Arguments

References