📄 coeffrisk.m
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function risk = coeffrisk(mu,lambda,thresholdtype)
% coeffrisk --- This calculates single coefficient risks
% Usage
% risk = coeffrisk(mu,lambda,thresholdtype)
% Inputs
% mu : the single coefficient
% lambda : the threshold value
% thresholdtype : 'Hard' or 'Soft' thresholding
% Outputs
% Risk : Computed according to Equations 2.3 & 2.4 of paper
%
% Copyright -- Sudeshna Adak, Dept. of Statistics,
% Stanford University
if nargin < 3,
thresholdtype = 'Hard';
end
if nargin < 2,
error('Threshod Value, lambda unknown');
end
if thresholdtype == 'Hard'
risk = ((mu.^2).*(normcdf(lambda-mu) - normcdf(-lambda - mu))) + ...
1 - normcdf(lambda-mu) + 1 - normcdf(lambda+mu) + ...
((lambda-mu).*normpdf(lambda-mu)) + ...
((lambda+mu).*normpdf(lambda+mu));
elseif thresholdtype == 'Soft'
risk = 1 + (lambda.^2) + ...
(((mu.^2) - (lambda.^2) - 1).*(normcdf(lambda-mu) - ...
normcdf(-lambda - mu))) - ...
((lambda-mu).*normpdf(lambda-mu)) - ...
((lambda+mu).*normpdf(lambda+mu));
else
disp('Do not know thresholdtype')
end
%% Part of Wavelab Version 850% Built Tue Jan 3 13:20:42 EST 2006% This is Copyrighted Material% For Copying permissions see COPYING.m% Comments? e-mail wavelab@stat.stanford.edu
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