stephematician/pclm​fit

Penalized composite link model toolbox for MATLAB

This is a toolbox for fitting penalized composite link models (PCLM) using iteratively re-weighted least squares (see Rizzi et al 2015)
The purpose of PCLM is to estimate sub-bins for some given binned data. For example, if one survey contains 5-year age groups and another contains 10-year age groups, it may be desirable to estimate the distribution of the latter survey's respondents in 5-year age groups.
A function for resampling from the sub-bins is also provided.
Silvia Rizzi, Jutta Gampe, and Paul H. C. Eilers, 2015, Efficient Estimation of Smooth Distributions From Coarsely Grouped Data Am. J. Epidemiol. first published online June 16, 2015 doi.10.1093/aje/kwv020