On Fri, Apr 4, 2025 at 5:48 AM Riccardo (Jack) Lucchetti <p002...@staff.univpm.it> wrote: > > Hi all, > > yesterday me and a colleague found ourselves writing, for the millionth > time, a hansl function implementing the so-called "soft thresholding" > operator, and I was thinking that, although it's very easy, it'd be nice > if it were a builtin function. So I wrote a hansl function that IMO is > quite nice and general (works with scalars, series and matrices) and is > in the attached script, along with a few usage examples[*]. > > Note that the function could be made more general, for example > introducing the scalar rho as in > https://www.sciencedirect.com/topics/computer-science/soft-thresholding > , eq. (11.46) or allowing for "hard thresholding", like in the > Mathematica function "wthresh", but maybe not for now. > > What I'm asking the community is: > > 1) Is it worthwhile having a dedicated function for this at all? > > 2) If so, should we have this as a builtin function[**], or should it > just be in extra?
It's quite similar to -- although more general than -- the function zeroifclose() that's already present in the "extra" addon. Not sure if that suggests it's "extra" material. Allin _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
