multvardiv-package {multvardiv}R Documentation

Tools for Multivariate Probability Distributions

Description

This package provides tools for multivariate probability distributions:

Details

For each of these probability distributions, are provided:

Author(s)

Pierre Santagostini pierre.santagostini@institut-agro.fr, Nizar Bouhlel nizar.bouhlel@institut-agro.fr, nizar.bouhlel@inrae.fr

References

N. Bouhlel, A. Dziri, Kullback-Leibler Divergence Between Multivariate Generalized Gaussian Distributions. IEEE Signal Processing Letters, vol. 26 no. 7, July 2019. doi:10.1109/LSP.2019.2915000

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. doi:10.3390/e24060838

N. Bouhlel and D. Rousseau (2023), Exact Rényi and Kullback-Leibler Divergences Between Multivariate t-Distributions, IEEE Signal Processing Letters. doi:10.1109/LSP.2023.3324594

See Also

Useful links:


[Package multvardiv version 1.0.11 Index]