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Multivariate Cauchy Distribution; Kullback-Leibler Divergence

Last update: 10 January 2024

Copyright license: GNU General Public License

Software version identifier: 1.0.2, 1.2.0

Distance between multivariate Cauchy distributions, as presented by N. Bouhlel and D. Rousseau (2022) <doi:10.3390/e24060838>. Manipulation of multivariate Cauchy distributions.

Cites work

A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions

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