Hi, I would like to ask you how to estimate parameters using a complicated
density function which includes a couple of definite integral forms. The
following is the desity that I wrote in R. The density has 6 parameters,
m1,m2,k1,k12,k2,g, and I have n observations on Y:
exp(k1*cos(x-m1))*integrate(function(y)exp((k2+k12*cos(x-m1))*cos(y-
m2)),g,pi,subdivisions=1000000)$value
/(2*pi*integrate(function(y)besselI(k1+k12*cos(y-m2),0)*exp(k2*cos(y-
m2)),g,pi,subdivisions=1000000)$value)
I would appreciate your time and effort.
Sincerely,
Sungsu Kim.
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