Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

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Documentation for package ‘mggd’ version 1.3.3

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mggd-package Tools for Multivariate Generalized Gaussian Distributions
contourmggd Contour Plot of the Bivariate Generalised Gaussian Density
dmggd Density of a Multivariate Generalized Gaussian Distribution
estparmggd Estimation of the Parameters of a Multivariate Generalized Gaussian Distribution
kldggd Kullback-Leibler Divergence between Centered Multivariate generalized Gaussian Distributions
lauricella Lauricella D-Hypergeometric Function
lnpochhammer Logarithm of the Pochhammer Symbol
mggd Tools for Multivariate Generalized Gaussian Distributions
plotmggd Plot of the Bivariate Generalised Gaussian Density
pochhammer Pochhammer Symbol
rmggd Simulate from a Multivariate Generalized Gaussian Distribution