I have been given following code for R, but I am having trouble understanding what it is doing. In fact I can not even run it in R because of its syntax. I assume the syntax is for lower level code behind R. If someone could help explain what's happening here and translate this into executable R code that would be very helpful.
soft_thresholding = function(x,a){
result a)] a)] - a
result[which(x < -a)] = x[which(x < -a)] + a
return(result)}
Here is a summary of the findings. This is not a definite answer but could help the questioner.
soft.threshold <- function(x,sumabs=1)
return(soft(x, BinarySearch(x,sumabs)))
BinarySearch <-
function(argu,sumabs){
if(norm2(argu)==0 || sum(abs(argu/norm2(argu)))<=sumabs) return(0)
lam_max = max(abs(argu))
lam1 <- 0
lam2 <- lam_max
iter <- 1
while(iter < 500){
su <- soft(argu,(lam1+lam2)/2)
if(sum(abs(su/norm2(su)))<sumabs){
lam2 <- (lam1+lam2)/2
} else {
lam1 <- (lam1+lam2)/2
}
if((lam2-lam1)/lam1 < 1e-10){
if (lam2 != lam_max){
return(lam2)
}else{
return(lam1)
}
}
iter <- iter+1
}
warning("Didn't quite converge")
return((lam1+lam2)/2)
}
Hope it helps
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