multvardiv 1.0.16
- Small changes in help pages:
kldggd function (Details): an error is fixed in math formulae of the
divergence.
diststudent function: a precision added.
multvardiv 1.0.15
- The title of the package is modified, to highlight the three
probability distributions covered by the ‘multvardiv’ package. Now
“Multivariate Generalized Gaussian Distribution, Multivariate t
Distribution, Multivariate Cauchy Distribution, Statistical
Divergence”
multvardiv 1.0.13
- The diststudent function now returns
NaN, with a
warning, if delta1 + delta2 - p/2 <= 0 When \(\delta_1 + \delta_2 - \frac{p}{2} \leq 0\),
the Rényi divergence (and, therefore, the Bhattacharyya or Hellinger
divergence) cannot be computed using the expression implemented in
diststudent.
- Added a
NEWS.md file to track changes to the
package.