Soft-thresholding operator

Componentwise soft thresholding, sign(z) * pmax(abs(z) - gamma, 0).

Usage

soft_threshold(z, gamma)

Arguments

z

numeric vector or matrix.

gamma

nonnegative threshold.

Value

An object of the same shape as z.

Examples

soft_threshold(c(-2, -0.5, 0.3, 1.7), 1)
#> [1] -1.0  0.0  0.0  0.7