Dear R-Users I would like to estimate a constrained bivariate normal density, the constraint being that the means are of equal magnitude but of opposite signs. So I need to estimate four parameters:
mu (meanvector (mu,-mu)) sigma_1 and sigma_2 (two sd deviations) rho (correlation coefficient) I have looked at several packages, including Gaussian mixture models in Mclust, but I am not sure what is the best way, or the best package to use for this task. Greatly appreciate any suggestions! Serguei Kaniovski ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91 Tel.: +43-1-7982601-231 1103 Vienna, Austria Fax: +43-1-7989386 Mail: serguei.kaniov...@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
