LASSO - NegBin/Quasi Poisson in Matlab


I am currently attempting to implement variable selection using LASSO. Unfortunately, since my data is frequency and generally overdispersed, I would need to use either Negative Binomial or Poisson regression. I know there is a function in MATLAB (lassoglm) which would allow L1 regularization of most applicable distributions (but not neg binomial or quasi-poisson). Is there any way I could implement LASSO based on this data?

Any help is appreciated.


Phineas Packard
Does glmnet for matlab allow for quasipoisson? if not the other option is Bayes approach to lasso as you can add a parameter for overdispersion.
I think my approach will be to use the in-house Matlab function lassoglm for poisson regression. Then, I'll do an adjustment to the p-values, standard errors by doing dispersion*vcov matrix.