Dear R Users I am maximizing a likelihood function it has two two correlated random effects which follows bivariate normal distribution. To get the marginal distribution I want to integrate out with respect to these two correlated random effects. Does any body know how can I implement gaussian quadrature to approximate this integral. Thanks for taking time -- View this message in context: http://r.789695.n4.nabble.com/Gaussian-quadrature-for-bivariate-normal-distribution-tp4569949p4569949.html Sent from the R help mailing list archive at Nabble.com.
Gaussian quadrature for bivariate normal distribution
1 message · Niroshan