mggd: Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

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>).

Package details

AuthorPierre Santagostini [aut, cre], Nizar Bouhlel [aut]
MaintainerPierre Santagostini <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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mggd documentation built on June 13, 2022, 9:05 a.m.