Multivariate Probability Distributions, Statistical Divergence

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Documentation for package ‘multvardiv’ version 1.0.10

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contourmvd Contour Plot of a Bivariate Density
diststudent Distance/Divergence between Centered Multivariate t Distributions
dmcd Density of a Multivariate Cauchy Distribution
dmggd Density of a Multivariate Generalized Gaussian Distribution
dmtd Density of a Multivariate t Distribution
estparmcd Estimation of the Parameters of a Multivariate Cauchy Distribution
estparmggd Estimation of the Parameters of a Multivariate Generalized Gaussian Distribution
estparmtd Estimation of the Parameters of a Multivariate t Distribution
kld Kullback-Leibler Divergence between Centered Multivariate Distributions
kldcauchy Kullback-Leibler Divergence between Centered Multivariate Cauchy Distributions
kldggd Kullback-Leibler Divergence between Centered Multivariate generalized Gaussian Distributions
kldstudent Kullback-Leibler Divergence between Centered Multivariate t Distributions
lauricella Lauricella D-Hypergeometric Function
lnpochhammer Logarithm of the Pochhammer Symbol
plotmvd Plot a Bivariate Density
pochhammer Pochhammer Symbol
rmcd Simulate from a Multivariate Cauchy Distribution
rmggd Simulate from a Multivariate Generalized Gaussian Distribution
rmtd Simulate from a Multivariate t Distribution