File Exchange

image thumbnail

FastRidge - fast ridge regression

version 1.3.0.0 (19.5 KB) by Statovic
Implementation of fast ridge regression tool that works efficiently for the case that p > n

4 Downloads

Updated 24 Nov 2015

View Version History

View License

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

Cite As

Statovic (2021). FastRidge - fast ridge regression (https://www.mathworks.com/matlabcentral/fileexchange/54143-fastridge-fast-ridge-regression), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

Pavel Voinov

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!