These include the Matlab scripts used to implement the predictive Lasso (for linear regression) 
proposed in the paper "The predictive Lasso" by Tran, Nott and Leng.

The main functions are adaplasso_est.m and adapwplasso_est.m which 
give the (adaptive) plasso estimate and (adaptive) weighted plasso estimate respectively.
The scripts plasso_simul1.m, plasso_simul2.m and plasso_simul3.m were used to
produce Tables 1-3 in the paper.
The script fatdata_analysis.m was used to analyze the body fat data set.

All comments and suggestions are welcome (ngocmath@gmail.com).
