Welcome to Glmnat
Glmnat is Matlab toolbox for L1-penalised regression in generalised linear models, using the natural coordinate descent algorithm introduced in this preprint. Currently Glmnat is only available for penalised logistic regression, more models will be added in the future.
Michoel T. Natural coordinate descent algorithm for L1-penalised regression in generalised linear models. arXiv:1405.4225.
Contact Tom Michoel for more details.