Elliptical-Distribution Toolkit

Overview

This package, elliptical-distribution-toolkit, provides a variety of functions that deal with multivariate elliptical distributions. Two key distributions are the multivariate (mv) Gaussian and mv Student-t.

Among the provided functions, mahal_explicit and mahal_estimate resolve longstanding issues with other implementations of the Mahalanobis distance calculation wherein the latter do not properly handle vectorized input whereas the implementations in this package do.

Package Installation

The two package hosts for elliptical-distribution-toolkit are PyPi and Conda-Forge. The packages are identical and the only difference is the means of delivery. From PyPi, use pip,

$ pip install elliptical-distribution-toolkit

and from Conda-Forge use conda:

$ conda install -c conda-forge elliptical-distribution-toolkit

Once installed, the package is importable to Python:

>>> import elliptical_distribution_toolkit as ell_tk

Package Dependency

The only dependencies elliptical-distribution-toolkit has at this time is on python >= 3.7 and numpy >= 1.23.

Buell Lane Press

Buell Lane Press is the package sponsor.