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
5.0
(1)
375 Downloads
Updated 24 Nov 2015

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 (2026). FastRidge - fast ridge regression (https://www.mathworks.com/matlabcentral/fileexchange/54143-fastridge-fast-ridge-regression), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags
Open in new tab
Version Published Release Notes
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