mggd-package: Tools for Multivariate Generalized Gaussian Distributions

In mggd: Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

Tools for Multivariate Generalized Gaussian Distributions

Description

The 'mggd' package is replaced by the 'multvardiv' package, which contains all functions available in the 'mggd', 'mcauchyd' and 'mstudentd' packages. The 'mggd' package is no longer maintained. See doi:10.32614/CRAN.package.multvardiv

Details

This package provides tools for multivariate generalized Gaussian distributions (MGGD):

• Calculation of distances/divergences between multivariate generalized Gaussian distributions:

  • Kullback-Leibler divergence: kldggd

• Tools for MGGD:

  • Probability density: dmggd

  • Estimation of the parameters: estparmggd

  • Simulation from a MGGD: rmggd

  • Plot of the density of a MGGD with 2 variables: plotmggd, contourmggd

Author(s)

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

References

N. Bouhlel, A. Dziri, Kullback-Leibler Divergence Between Multivariate Generalized Gaussian Distributions. IEEE Signal Processing Letters, vol. 26 no. 7, July 2019. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1109/LSP.2019.2915000")}

E. Gomez, M. Gomez-Villegas, H. Marin. A Multivariate Generalization of the Power Exponential Family of Distribution. Commun. Statist. 1998, Theory Methods, col. 27, no. 23, p 589-600. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/03610929808832115")}

F. Pascal, L. Bombrun, J.Y. Tourneret, Y. Berthoumieu. Parameter Estimation For Multivariate Generalized Gaussian Distribution. IEEE Trans. Signal Processing, vol. 61 no. 23, p. 5960-5971, Dec. 2013. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1109/TSP.2013.2282909")} #' @keywords internal

See Also

Useful links:

• https://forge.inrae.fr/imhorphen/mggd

• Report bugs at https://forge.inrae.fr/imhorphen/mggd/-/boards

mggd documentation built on Aug. 25, 2026, 5:07 p.m.