MVN_BREGMANCENTROID_SKL Compute the symmetric Kullback-Leibler (KL) centroid given mvn models. [c] = MVN_BREGMANCENTROID_SKL(models) computes the SKL centroid for the given multivariate normals. [c] = MVN_BREGMANCENTROID_SKL(models, 1) computes the SKL centroid mid-point approximation for the given multivariate normals.
Package: mvn