[Gretl-users] Soft threshold operator

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? 3) Does anyone have better ideas on the function's signature? [*] I know, it could have written in a cooler way by usign the sgn() function and conditional assignment, but hey. [**] We already have a C version for scalars in plugins/regls.c. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------