mggd

Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

CRAN Package

Distance between multivariate generalised Gaussian distributions, as presented by N. Bouhlel and A. Dziri (2019) doi:10.1109/LSP.2019.2915000. Manipulation of multivariate generalised Gaussian distributions (methods presented by Gomez, Gomez-Villegas and Marin (1998) doi:10.1080/03610929808832115 and Pascal, Bombrun, Tourneret and Berthoumieu (2013) doi:10.1109/TSP.2013.2282909).


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  • Imports4 packages
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