smog (version 2.1.0)

proxL1: L1 proximal operator

Description

L1 proximal operator

Usage

proxL1(x, lambda)

Arguments

x

numeric value.

lambda

numeric value for the L1 penalty parameter.

Value

A numeric value soft-thresholded by \(\lambda\), which is \(sign(x)(|x|-\lambda)_{+}\).

References

ma2019structuralsmog

Examples

# NOT RUN {
proxL1(2.0,0.5)

# }