Dear list members



I need a function that calculates the bivariate normal distribution for each observation. It is part of a likelihood function and I have 1000's of cases. As I understand it I cannot use packages like "mvtnorm" because it requres a covariance matrix of the same dimension as the number of observations. Basically what I need is a function that takes as arguments a n*2 matrix of bivariate values given a common mean and covariance matrix, where n is the number of cases and which returns a n*1 vector of the probabilities of the bivariate normal distribution of the n*2 vector of values.



all the best

Anders Holm

Department of Education

Aarhus University

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