mcauchyd-package {mcauchyd}

Tools for Multivariate Cauchy Distributions

Description

This package provides tools for multivariate Cauchy distributions (MCD):

• Calculation of distances/divergences between MCD:

  • Kullback-Leibler divergence: kldcauchy

• Tools for MCD:

  • Probability density: dmcd

  • Simulation from a MCD: rmcd

  • Plot of the density of a MCD with 2 variables: plotmcd, contourmcd

Author(s)

Pierre Santagostini [e-mail], Nizar Bouhlel [e-mail]

References

N. Bouhlel, D. Rousseau, A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions. Entropy, 24, 838, July 2022. doi:10.3390/e24060838 #' @keywords internal

See Also

Useful links:

• https://forgemia.inra.fr/imhorphen/mcauchyd

• Report bugs at https://forgemia.inra.fr/imhorphen/mcauchyd/-/issues