[RsR] estimation of covariance matrix of a bivariate normal distribution using maximization of the log-likelihood

[Martin Maechler]

Hi Gladys,

you've  cross posted the exactly same question to R-help.
This is considered very bad netiquette!

{and as you are from ETHZ, I *am* embarrassed for you}.

You may get an answer on R-help, as your question is not much
related to "R-SIG-robust" anyway.

Martin Maechler

>>>>> Hertzog Gladys <hertzogg using student.ethz.ch>
>>>>>     on Fri, 7 Jun 2013 12:04:06 +0000 writes:

    > Dear all,

    > I’m new in R and I’m trying to estimate the covariance
    > matrix of a bivariate normal distribution by maximizing
    > the log-likelihood. 

    >    .....................
    >    .....................