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Estimating bivariate normal density with constrains

2 messages · Serguei Kaniovski, Rolf Turner

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On 20/10/11 02:31, Serguei Kaniovski wrote:
I very much doubt that there is anything built-in that you can use.
However it shouldn't be *too* hard to get maximum likelihood estimates
using optim() to maximise the (log) likelihood.

For starting values I would try just using the ordinary covariance 
matrix estimate to get your sigma_1, sigma_2, and rho estimates,
and for mu use (x1.bar - x2.bar)/2 (in what I hope is an obvious
notation) for a starting value.

Good luck!

	cheers,

		Rolf Turner