Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence
Contour Plot of the Bivariate Generalised Gaussian Density
Deprecated functions
Density of a Multivariate Generalized Gaussian Distribution
Estimation of the Parameters of a Multivariate Generalized Gaussian Di...
Kullback-Leibler Divergence between Centered Multivariate generalized ...
Lauricella -Hypergeometric Function
Logarithm of the Pochhammer Symbol
Tools for Multivariate Generalized Gaussian Distributions
Plot of the Bivariate Generalised Gaussian Density
Pochhammer Symbol
Simulate from a Multivariate Generalized Gaussian Distribution
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>).
Useful links