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multvardiv  

Multivariate Generalized Gaussian Distribution, Multivariate t Distribution, Multivariate Cauchy Distribution, Statistical Divergence
View on CRAN: Click here


Download and install multvardiv package within the R console
Install from CRAN:
install.packages("multvardiv")

Install from Github:
library("remotes")
install_github("cran/multvardiv")

Install by package version:
library("remotes")
install_version("multvardiv", "1.0.16")



Attach the package and use:
library("multvardiv")
Maintained by
Pierre Santagostini
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-12-20
Latest Update: 2025-06-12
Description:
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.
How to cite:
Pierre Santagostini (2024). multvardiv: Multivariate Generalized Gaussian Distribution, Multivariate t Distribution, Multivariate Cauchy Distribution, Statistical Divergence. R package version 1.0.16, https://cran.r-project.org/web/packages/multvardiv. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-09-08 13:50), 1.0.10 (2024-12-20 12:00), 1.0.11 (2025-06-12 17:20), 1.0.14 (2026-01-27 18:20), 1.0.15 (2026-03-05 20:10)
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Complete documentation for multvardiv
Functions, R codes and Examples using the multvardiv R package
Full multvardiv package functions and examples
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