Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

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Documentation for package ‘mggd’ version 1.0.2

• DESCRIPTION file.

Help Pages

mggd-package	Tools for Multivariate Generalized Gaussian Distributions
contourmvggd	Contour Plot of the Bivariate Generalised Gaussian Density
estparmvggd	Estimation of the Parameters of a Multivariate Generalized Gaussian Distribution
kldiv	Kullback-Leibler Divergence between Centered Multivariate generalized Gaussian Distributions
lauricella	Lauricella Function
mggd	Tools for Multivariate Generalized Gaussian Distributions
mvdggd	Density of a Multivariate Generalized Gaussian Distribution
mvrggd	Simulate from a Multivariate Generalized Gaussian Distribution
plotmvggd	Plot of the Bivariate Generalised Gaussian Density
pochhammer	Pochhammer Symbol