ImHorPhen

An R package for distance between multivariate generalised Gaussian distributions (MGGD), manipulation of MGGD.

Multivariate generalized Gaussian distribution, Multivariate Cauchy distribution, Multivariate t distribution. Distance between two distributions. Manipulation of these multivariate probability distributions.

A Python implementation of the catdes() function from the FactoMiner R package (http://factominer.free.fr/factomethods/description-des-modalites.html) with extras.