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.