gaussDiff (version 1.1.1)
Difference Measures for Multivariate Gaussian Probability
Density Functions
Description
A collection difference measures for multivariate Gaussian
probability density functions, such as the Euclidea mean, the
Mahalanobis distance, the Kullback-Leibler divergence, the
J-Coefficient, the Minkowski L2-distance, the Chi-square
divergence and the Hellinger Coefficient.