mcauchyd-package: Tools for Multivariate Cauchy Distributions

mcauchyd-packageR Documentation

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 pierre.santagostini@agrocampus-ouest.fr, Nizar Bouhlel nizar.bouhlel@agrocampus-ouest.fr

References

N. Bouhlel, D. Rousseau, A Generic Formula and Some Special Cases for the KullbackÔÇôLeibler 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.