FastRidge - fast ridge regression

Versione 1.3.0.0 (19,5 KB) da Statovic
Implementation of fast ridge regression tool that works efficiently for the case that p > n
5.0
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354 download
Aggiornato 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

Cita come

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

Compatibilità della release di MATLAB
Creato con R2015a
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Versione Pubblicato Note della release
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