penalized: A MATLAB toolbox for fitting generalized linear models with penalties

Description

Yes / penalized is a
exible, extensible, and e cient MATLAB toolbox for penalized maximum
likelihood. penalized allows you to t a generalized linear model (gaussian, logistic,
poisson, or multinomial) using any of ten provided penalties, or none. The toolbox can
be extended by creating new maximum likelihood models or new penalties. The toolbox
also includes routines for cross-validation and plotting.

Links & Downloads

1. McIlhagga WH (2016) penalized: A MATLAB toolbox for fitting generalized linear models with penalties. Journal of Statistical Software. 72(6).
2. http://hdl.handle.net/10454/10882
3. https://doi.org/10.18637/jss.v072.i06

Tags

Generalized linear models

Penalized regression

LASSO

MATLAB

Additional Fields

Identifer	oai:union.ndltd.org:BRADFORD/oai:bradscholars.brad.ac.uk:10454/10882
Date	07 August 2015
Creators	McIlhagga, William H.
Source Sets	Bradford Scholars
Language	English
Detected Language	English
Type	Article, Accepted manuscript
Rights	© 2016 McIlhagga WH. This work is licensed under a Creative Commons Attribution Licence (http://creativecommons.org/licenses/by/3.0/), CC-BY