SR3: Sparse Relaxed Regularized Regression in MATLAB
Information about the SR3 framework and this implementation can be found in this preprint and at the SR3 Website. The source files contain documentation; for an interactive look at this documentation, open the index.html file from the docs folder in a web browser.
In the top-level folder, run the setup.m routine to add the folders to your path. The runalltests.m script should execute all of the subroutine tests in the test folder (this is generally only useful for developers).
See the demo folder for example usage. The results can be turned into an HTML page using MATLAB's publish feature.
Feel free to submit bug-fix/feature requests through the issues tab on GitHub.