mcauchyd-package: Tools for Multivariate Cauchy Distributions

In mcauchyd: Multivariate Cauchy Distribution; Kullback-Leibler Divergence

Tools for Multivariate Cauchy Distributions

Description

This package provides tools for multivariate Cauchy distributions (MCD):

• Calculation of distances/divergences between MCD:

  • Kullback-Leibler divergence: kldcauchy

• Tools for MCD:

  • Probability density: dmcd

  • Simulation from a MCD: rmcd

  • Plot of the density of a MCD with 2 variables: plotmcd, contourmcd

Author(s)

Pierre Santagostini [e-mail], Nizar Bouhlel [e-mail]

References

N. Bouhlel, D. Rousseau, A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions. Entropy, 24, 838, July 2022. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/e24060838")}

mcauchyd documentation built on May 29, 2024, 2:21 a.m.