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mvsregress

28 Apr 2011

Robust multivariate linear regression based on the Student-t distribution

File Information
Description	The function mvsregress performs multivariate Student, Cauchy and Normal regression of multivariate observations. Its usage syntax is similar to the basic syntax of the Statistics Toolbox function mvregress. The contribution includes a brief document with details of the statistical model and of the numerical algorithm, and two example scripts.
MATLAB release	MATLAB 7.8 (R2009a)

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Everyone's Tags	cauchy, multivariate, regression, robust, statistics, student, studentt
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