mggd-package.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/mggd-package.R
\docType{package}
\name{mggd-package}
\alias{mggd-package}
\alias{mggd}
\title{Tools for Multivariate Generalized Gaussian Distributions}
\description{
This package provides tools for multivariate generalized Gaussian distributions (MGGD):
\itemize{
\item Calculation of distances/divergences between multivariate generalized Gaussian distributions:
\itemize{
\item Kullback-Leibler divergence: \code{\link{kldggd}}
}
\item Tools for MGGD:
\itemize{
\item Probability density: \code{\link{dmggd}}
\item Estimation of the parameters: \code{\link{estparmggd}}
\item Simulation from a MGGD: \code{\link{rmggd}}
\item Plot of the density of a MGGD with 2 variables: \code{\link{plotmggd}}, \code{\link{contourmggd}}
}
}
}
\references{
N. Bouhlel, A. Dziri, Kullback-Leibler Divergence Between Multivariate Generalized Gaussian Distributions.
IEEE Signal Processing Letters, vol. 26 no. 7, July 2019.
\doi{10.1109/LSP.2019.2915000}

E. Gomez, M. Gomez-Villegas, H. Marin. A Multivariate Generalization of the Power Exponential Family of Distribution.
Commun. Statist. 1998, Theory Methods, col. 27, no. 23, p 589-600.
\doi{10.1080/03610929808832115}

F. Pascal, L. Bombrun, J.Y. Tourneret, Y. Berthoumieu. Parameter Estimation For Multivariate Generalized Gaussian Distribution.
IEEE Trans. Signal Processing, vol. 61 no. 23, p. 5960-5971, Dec. 2013.
\doi{10.1109/TSP.2013.2282909}
#' @keywords internal
}
\seealso{
Useful links:
\itemize{
  \item \url{https://forgemia.inra.fr/imhorphen/mggd}
  \item Report bugs at \url{https://forgemia.inra.fr/imhorphen/mggd/-/issues}
}

}
\author{
Pierre Santagostini \href{mailto:pierre.santagostini@agrocampus-ouest.fr}{pierre.santagostini@agrocampus-ouest.fr},
Nizar Bouhlel \href{mailto:nizar.bouhlel@agrocampus-ouest.fr}{nizar.bouhlel@agrocampus-ouest.fr}
}