FastRidge - fast ridge regression

Versión 1.3.0.0 (19,5 KB) por Statovic
Implementation of fast ridge regression tool that works efficiently for the case that p > n
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Actualizado 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

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2015a
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Versión Publicado Notas de la versión
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