rmvregress

Version 1.4.0.0 (29.6 KB) by Juha Ala-Luhtala
Function for multivariate robust linear regression with missing data.
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Updated 17 Sep 2013

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Function for multivariate robust linear regression with missing data. User can choose robust regression based on t-distribution, laplace distribution, contaminated normal distribution, or on more general Gaussian scale mixture distributions. Uses iterative Variational Bayes algorithm for computations.

Cite As

Juha Ala-Luhtala (2024). rmvregress (https://www.mathworks.com/matlabcentral/fileexchange/39803-rmvregress), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Linear and Nonlinear Regression in Help Center and MATLAB Answers

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Version Published Release Notes
1.4.0.0

Added the the values of the expected lower bound to output arguments

Added possibility to estimate hyperparameters
1.3.0.0

Updated the examples document
1.2.0.0

Included document to demonstrate the use of the function
1.1.0.0

updated function outputs
1.0.0.0