The function soft.threshold() soft-thresholds a vector such that the L1-norm constraint is satisfied.

The function soft.threshold() soft-thresholds a vector such that the L1-norm constraint is satisfied.

soft.threshold(x, sumabs = 1)

Arguments

x	A numeric vector.
sumabs	A numeric constraint on x's L1 norm.

Value

Returns a vector resulting from the soft thresholding of \(x\) given sumabs

Examples

x <- rnorm(10)
soft.threshold(x,0.5)
#>  [1]  0.000000e+00  0.000000e+00 -1.418674e-10  0.000000e+00  0.000000e+00
#>  [6]  0.000000e+00  0.000000e+00  0.000000e+00  0.000000e+00  0.000000e+00