Matlab toolbox for sparse regression

View the Project on GitHub Hua-Zhou/SparseReg

SparseReg Toolbox for Matlab

SparseReg toolbox is a collection of Matlab functions for sparse regressions.

The toolbox is developed by Hua Zhou and Brian Gaines.


The code is tested on Matlab R2017a, but should work on other versions of Matlab with no or little changes. Current version works on these platforms: Windows 64-bit, Linux 64-bit, and Mac (Intel 64-bit). Type computer in Matlab’s command window to determine the platform.

Installation (Matlab version >= 2014b)

Download the Matlab toolbox installation file SparseReg.mltbx. Double click the downloaded file and you should be good to go. If it does not work for some reasons, follow the below instructions for Matlab version < 2014b.

Installation (Matlab version < 2014b)

  1. Download ZIP File file using the links on the left.
  2. Extract the zip file.
  3. Rename the folder from Hua-Zhou-SparseReg-xxxxxxx to SparseReg.
    mv Hua-Zhou-SparseReg-xxxxxxx SparseReg
  4. Add the SparseReg folder to Matlab search path. Start Matlab, cd to the SparseReg directory, and execute the following commands
    addpath(pwd) %<-- Add the toolbox to the Matlab path
    save path %<-- Save for future Matlab sessions
  5. Go through following tutorials for the usage. For help of individual functions, type ? followed by the function name in Matlab.
  6. (Occasionally) you need to re-compile the Fortran code for your specific platform. First make sure the Matlab supported Fortran compiler is available on your system and type mex -setup FORTRAN to set up Matlab compilier utility. Within Matlab, enter the /private folder and type make to compile the Fortran source code.


How to cite

If you use this toolbox in any way, please cite the software itself along with at least one publication or preprint.


Hua Zhou Brian Gaines