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.
Each of the N*D points can have different upper and lower limits.
I "simply" want to fit a Multivariate distribution to the data and get
the mean and covariance matrix of the sample.
The closest post I saw mentionned the function survreg in the survival5
package, but I can't figure out how
To use it for a non-regression model.
Thanks,
Hugues
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