Student's t regression in matlab

The following Matlab project contains the source code and Matlab examples used for student's t regression. Estimates a Student's t regression model: y = X*beta + eps where eps ~ Student's t (0, sigma, nu). with nu > 2. Parameters are estimated with maximum likelihood.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1319
tlik.m 195
treg.m 1455
tsim.m 246

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