penalized: A MATLAB Toolbox for Fitting Generalized Linear Models with Penalties

penalized is a flexible, extensible, and efficient MATLAB toolbox for penalized maximum likelihood. penalized allows you to fit 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 l...

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Bibliographic Details
Main Author: William McIlhagga
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2016-08-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2817