multvardiv: Multivariate Probability Distributions, Statistical Divergence

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.

Package details

AuthorPierre Santagostini [aut, cre], Nizar Bouhlel [aut]
MaintainerPierre Santagostini <pierre.santagostini@institut-agro.fr>
LicenseGPL (>= 3)
Version1.0.10
URL https://forgemia.inra.fr/imhorphen/multvardiv
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("multvardiv")

Try the multvardiv package in your browser

Any scripts or data that you put into this service are public.

multvardiv documentation built on April 3, 2025, 6:08 p.m.