[R] Gaussian quadrature for bivariate normal distribution

[Niroshan]

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.