lasso经典matlab源码

Lasso变量选择方法创始人的经典代码，内含多个源代码，每个可单独运行.

function [slope_j] = computeSlope（wlambdagthreshold）
% A function that computes the appropriate derivative for non-zero w
% and points zero-valued w‘s in the right direction
%
% Used by: LassoActiveSet LassoGrafting LassoSubGradient
slope_j = zeros（size（w1）1）;

slope_j（g > lambda） = g（g > lambda） + lambda;
slope_j（g < -lambda） = g（g < -lambda） - lambda;
slope_j（abs（w） > threshold） = g（abs（w）>threshold） + lambda*sign（w（abs（w）>threshold））;

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----
     文件         449  2007-09-24 14:45  lasso\computeSlope.m
     文件         461  2007-03-22 14:18  lasso\computeViol.m
     文件         863  2008-02-28 13:14  lasso\example_lasso.m
     文件         492  2009-09-17 14:14  lasso\example_lasso_warmStart.m
     文件        7799  2009-10-29 12:34  lasso\LassoActiveSet.m
     文件        2158  2008-02-28 13:14  lasso\LassoBlockCoordinate.m
     文件        4769  2008-02-28 13:14  lasso\LassoConstrained.m
     文件        3855  2008-02-28 13:14  lasso\LassoGaussSeidel.m
     文件        2951  2008-02-28 13:14  lasso\LassoGrafting.m
     文件        4584  2008-02-28 13:14  lasso\LassoIteratedRidge.m
     文件        1104  2008-02-28 14:43  lasso\LassoIterativeSoftThresholding.m
     文件        1689  2008-02-28 13:14  lasso\LassoNonNegativeSquared.m
     文件        4312  2008-02-28 13:14  lasso\LassoPrimalDualLogBarrier.m
     文件        2954  2008-02-28 13:14  lasso\LassoProjection.m
     文件        1651  2008-02-28 14:19  lasso\LassoShooting.m
     文件        2045  2007-07-10 13:30  lasso\LassoSignConstraints.m
     文件        2798  2008-02-28 13:14  lasso\LassoSubGradient.m
     文件        4514  2008-02-28 13:14  lasso\LassoUnconstrainedApx.m
     文件       49082  2003-01-22 03:04  lasso\sub\housing.data
     文件        1310  2007-06-17 15:20  lasso\sub\mchol.m
     文件         227  2007-04-26 12:40  lasso\sub\mylogsumexp.m
     文件         227  2007-01-10 23:32  lasso\sub\prepare_housing.m
     文件        4394  2007-04-07 15:48  lasso\sub\process_options.m
     文件        3965  2007-04-07 15:48  lasso\sub\repmatC.c
     文件        7680  2007-04-07 15:48  lasso\sub\repmatC.dll
     文件       20682  2007-04-07 15:48  lasso\sub\repmatC.mexglx
     文件       10000  2007-04-07 15:48  lasso\sub\repmatC.mexmac
     文件         344  2006-06-27 14:19  lasso\sub\setdiag.m
     文件         428  2007-04-07 15:48  lasso\sub\standardizeCols.m