[Gretl-users] Re: Soft threshold operator

On Fri, Apr 4, 2025 at 5:48 AM Riccardo (Jack) Lucchetti <p002264(a)staff.univpm.it&gt; 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.