multvardiv1.0.10 package

Multivariate Probability Distributions, Statistical Divergence

contourmvd

Contour Plot of a Bivariate Density

diststudent

Distance/Divergence between Centered Multivariate tt Distributions

dmcd

Density of a Multivariate Cauchy Distribution

dmggd

Density of a Multivariate Generalized Gaussian Distribution

dmtd

Density of a Multivariate tt Distribution

estparmcd

Estimation of the Parameters of a Multivariate Cauchy Distribution

estparmggd

Estimation of the Parameters of a Multivariate Generalized Gaussian Di...

estparmtd

Estimation of the Parameters of a Multivariate tt Distribution

kld

Kullback-Leibler Divergence between Centered Multivariate Distribution...

kldcauchy

Kullback-Leibler Divergence between Centered Multivariate Cauchy Distr...

kldggd

Kullback-Leibler Divergence between Centered Multivariate generalized ...

kldstudent

Kullback-Leibler Divergence between Centered Multivariate tt Distribu...

lauricella

Lauricella DD-Hypergeometric Function

lnpochhammer

Logarithm of the Pochhammer Symbol

multvardiv-package

Tools for Multivariate Probability Distributions

plotmvd

Plot a Bivariate Density

pochhammer

Pochhammer Symbol

rmcd

Simulate from a Multivariate Cauchy Distribution

rmggd

Simulate from a Multivariate Generalized Gaussian Distribution

rmtd

Simulate from a Multivariate tt Distribution

Download source packageRead PDF manual

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.

  • Maintainer: Pierre Santagostini
  • License: GPL (>= 3)
  • Last published: 2024-12-20

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