MATLAB Bayesian regression software updated


We have updated bayesreg, a MATLAB toolbox that implements Bayesian linear and logistic regression with sparsity-inducing priors, to version 1.3. The new version can be downloaded here.

Version 1.3 includes the following changes:

  • Tidied up the summary display to switch between scientific and normal notation depending
    on size of numbers in table
  • Fixed the summary banner to adjust to the size of the table
  • Added support for MATLAB tables
    • Code now accepts either X/y as matrix/vector, or table/string name of variable to use as table
  • Added support for categorical predictors
    • These are now either specified using ‘catvars’ option for matrix inputs, or automatically determined from the contents of the table
  • Removed the dependency of br_summary() on X and y
  • Consolidated all likelihood functions into a single br_regnlike() function that is vectorized using bsxfun
  • Added a br_predict function to produce predictions over data given design matrices
    • Checks input design matrix/table against structure of training data
    • Automatically handles categorical expansions as required
    • Produces credible intervals if requested
    • Produces prediction statistics if targets are supplied
  • Updated and improved the example scripts
  • Added initial internal code structures required for grouping variables and variable expansions
  • Fix bug in computation of R2

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