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Calculates Ovaskainen's (2008) d-divergence between 2 zero-mean multivariate normal distributions.
Ddivergence(CA=NULL, CB=NULL, n=10000)
Matrix A
Matrix B
number of Monte Carlo samples for approximating the integral
d-divergence
Ovaskainen, O. et. al. (2008) Proc. Roy. Soc - B (275) 1635 593-750
# NOT RUN { CA<-rIW(diag(2),10, n=1) CB<-rIW(diag(2),10, n=1) Ddivergence(CA, CB) # }
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