mstudentd-package {mstudentd} | R Documentation |
t
DistributionsThis package provides tools for multivariate t
distributions (MTD):
Calculation of distances/divergences between MTD:
Renyi divergence, Bhattacharyya distance, Hellinger distance: diststudent
Kullback-Leibler divergence: kldstudent
Tools for MTD:
Probability density: dmtd
Simulation from a MTD: rmtd
Plot of the density of a MTD with 2 variables: plotmtd
, contourmtd
Pierre Santagostini pierre.santagostini@agrocampus-ouest.fr, Nizar Bouhlel nizar.bouhlel@agrocampus-ouest.fr
S. Kotz and Saralees Nadarajah (2004), Multivariate t
Distributions and Their Applications, Cambridge University Press.
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 #' @keywords internal
Useful links:
Report bugs at https://forgemia.inra.fr/imhorphen/mstudentd/-/issues