multvardiv: Multivariate Generalized Gaussian Distribution, Multivariate t
Distribution, Multivariate Cauchy Distribution, Statistical
Divergence
Multivariate generalized Gaussian distribution,
Multivariate Cauchy distribution,
Multivariate t distribution.
Distance between two distributions (see N. Bouhlel and A. Dziri (2019): <doi:10.1109/LSP.2019.2915000>,
N. Bouhlel and D. Rousseau (2022): <doi:10.3390/e24060838>,
N. Bouhlel and D. Rousseau (2023): <doi:10.1109/LSP.2023.3324594>).
Manipulation of these multivariate probability distributions.
This package replaces 'mggd', 'mcauchyd' and 'mstudentd'.
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