Fitting multivariate t-distributions to data

April 18, 2013 at 04:39 PM | categories: Code, Algorithms, Matlab | View Comments

I found that some of the MEG data I am working with has long tails which was causing some problems when using non-robust statistics that assume normality. Visual inspection showed a t-distribution might be a good fit: The figures show the histogram of the data, together with the...