conditional_mean: Calculate the conditional mean of a multivariate normal...

In OptimalGoldstandardDesigns: Design Parameter Optimization for Gold-Standard Non-Inferiority Trials

Calculate the conditional mean of a multivariate normal distribution

Description

See e.g. Chapter 8.1.2 in The Matrix Cookbook.

Usage

conditional_mean(x_a, mu_a, mu_b, Sigma)

Arguments

x_a	(Observed) first part of normally distributed vector.
mu_a	Mean of second part of normally distributed vector.
mu_b	Mean of first part of normally distributed vector.
Sigma	covariance matrix of test statistic vector c(Z_TP1, Z_TP2, Z_TC1, Z_TC2).

Value

numeric vector with the conditional mean

References

Petersen, K. B., & Pedersen, M. S. (2008). The matrix cookbook. Technical University of Denmark, 7(15), 510.

OptimalGoldstandardDesigns documentation built on Sept. 11, 2023, 5:09 p.m.