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epca (version 1.1.0)

soft: Soft-thresholding

Description

Perform soft-thresholding given the cut-off value.

Usage

soft(x, t)

Arguments

x

any numerical matrix or vector.

t

numeric, the amount to soft-threshold, i.e., \(sgn(x_{ij}) (|x_{ij}-t|)_+\).