[Gretl-users] Re: 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?