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This is a faster program than the the existing program uploaded at http://mi.eng.cam.ac.uk/~at315/MVRVM.htm. You can download the corresponding paper at https://arxiv.org/abs/1704.05041.
Cite As
Youngmin Ha (2026). Fast multi-output relevance vector regression (https://www.mathworks.com/matlabcentral/fileexchange/49131-fast-multi-output-relevance-vector-regression), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Algorithmic trading in limit order books for online portfolio selection
General Information
- Version 1.2.0.0 (10.3 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
