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Commit 4f0ba111 authored by SANTAGOSTINI Pierre's avatar SANTAGOSTINI Pierre
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Fixed: MTD (and not MGGD)

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README.md
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This package provides tools for multivariate $t$ distributions (MTD): This package provides tools for multivariate $t$ distributions (MTD):
* Calculation of distance/divergence between multivariate generalised Gaussian distributions (MGGD): * Calculation of distance/divergence between multivariate generalised Gaussian distributions (MTD):
+ Renyi divergence + Renyi divergence
+ Kullback divergence + Kullback divergence
* Manipulation of MGGD distributions: * Manipulation of MTD distributions:
+ Probability density + Probability density
<!-- + Estimation of the parameters --> <!-- + Estimation of the parameters -->
+ Simulation of samples from a MGGD + Simulation of samples from a MTD
+ Plot of the density of a MGGD with 2 variables + Plot of the density of a MTD with 2 variables
## Installation ## Installation
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