shrinkage {VARDetect}R Documentation

Shrinkage function for sparse soft-thresholding

Description

Shrinkage function for sparse soft-thresholding

Usage

shrinkage(y, tau)

Arguments

y

A matrix, or a vector for thresholding

tau

A positive number, threshold

Value

A thresholded matrix, or vector


[Package VARDetect version 0.1.8 Index]