Lasso and elastic-net regularized generalized linear models. See https://web.stanford.edu/~hastie/glmnet_matlab/
We updated the package with compiled Mex-files for the newer verions of Matlab (2020a/b). Previous version is stored in the matlab/R2013_older branch.
The new version was tested with Matlab 2020b on Mac OS 11 and with Matlab 2020a on CentOS Linux 7 (Core).