Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: William McIlhagga
Title: penalized: A MATLAB Toolbox for Fitting Generalized Linear Models with Penalties
Abstract: penalized is a flexible, extensible, and efficient MATLAB toolbox for penalized maximum likelihood. penalized allows you to fit 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.

Page views:: 3095. Submitted: 2014-10-06. Published: 2016-08-28.
Paper: penalized: A MATLAB Toolbox for Fitting Generalized Linear Models with Penalties     Download PDF (Downloads: 7283)
Supplements:
penalized.zip: MATLAB source code including replication materials Download (Downloads: 637; 10MB)
DOI: 10.18637/jss.v072.i06

by
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.