How do I set a mark in the Fallout 4 map?

In Fallout 3 and New Vegas, you were able to set an arbitrary marker on the map in your Pip Boy. But in Fallout 4, I haven't seen this feature yet. Am I missing something or is that feature missing?


Solution 1:

So I figured it out: on PS4, you have to press and hold the X button (probably A on Xbox).