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Function List:

C++ API

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