penalized: A MATLAB toolbox for fitting generalized linear models with penalties
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2016-08-28Author
McIlhagga, William H.Rights
© 2016 McIlhagga WH. This work is licensed under a Creative Commons Attribution Licence (http://creativecommons.org/licenses/by/3.0/)Peer-Reviewed
YesOpen Access status
openAccessAccepted for publication
2015-08-07
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Show full item recordAbstract
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.Version
Accepted manuscriptCitation
McIlhagga WH (2016) penalized: A MATLAB toolbox for fitting generalized linear models with penalties. Journal of Statistical Software. 72(6).Link to Version of Record
https://doi.org/10.18637/jss.v072.i06Type
Articleae974a485f413a2113503eed53cd6c53
https://doi.org/10.18637/jss.v072.i06