Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

Distance between multivariate generalised Gaussian distributions, as presented by N. Bouhlel and A. Dziri (2019) . Manipulation of multivariate generalised Gaussian distributions (methods presented by Gomez, Gomez-Villegas and Marin (1998) and Pascal, Bombrun, Tourneret and Berthoumieu (2013) ).