Introduction - If you have any usage issues, please Google them yourself
Minimum Redundancy Maximum Relevance (mRMR) (mRMR.m)
Needs external library. See mRMR.m for details.
Download a newer version of the mutual information toolbox
Partial Least Squares (PLS) regression coefficients (regCoef.m)
Uses plsregress.m from MATLAB statistics toolbox
ReliefF (classification) and RReliefF (regression) (relieffWrapper.m)
Wraps around relieff.m from the MATLAB stats toolbox. This is available MATLAB r2010b onwards.
Another option for ReliefF is to use the code from ASU Feature Selection toolbox. This uses ReliefF from weka toolbox and hence needs additional libraries. Please see the corresponding documentation.
Fisher Score (fisherScore.m)
Wraps around fsFisher.m from the ASU Feature Selection toolbox