Re: [R] Fitting mean and covariance of Multivariate normal with censored data

2006-11-13 Thread Sicotte, Hugues Ph.D.
Nobody answered, but this is what I did. I used an iterative poor man's imputation and filled in the data with a single value at each iteration. My covariance matrices and variance will be a little underestimated, but it'll do for me at this stage of this project. I iteratively filled in the

[R] Fitting mean and covariance of Multivariate normal with censored data

2006-11-01 Thread Sicotte, Hugues Ph.D.
Hello, I have been googling for 2 days and I cannot find the answer in previous posts. I have a set of d-dimensional data elements (d=11 .. 14), each data point can be censored at different values both Lower-limit and upper limit. N = 2000 sets of vectors of D=11 data points per vector.