FastRidge - fast ridge regression

Version 1.3.0.0 (19,5 ko) par Statovic
Implementation of fast ridge regression tool that works efficiently for the case that p > n
5.0
(1)
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Mise à jour 24 nov. 2015

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This submission implements a ridge regression tool that works efficiently even if the number of predictors (p) is greater than the number of samples (n). Additionally, it implements:
* Search for optimal regularisation parameter using minimum message length and corrected AIC
* Generate regularisation paths
* Fit models with specified regularisation parameters or specified degrees-of-freedom

Citation pour cette source

Statovic (2024). FastRidge - fast ridge regression (https://www.mathworks.com/matlabcentral/fileexchange/54143-fastridge-fast-ridge-regression), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2015a
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Version Publié le Notes de version
1.3.0.0

Removed superfluous reference from the file.
1.2.0.0

Updated example script to include several additional examples.
1.1.0.0

Included the diabetes dataset for the example script.
1.0.0.0