cond_mvn: Calculate conditional multivariate normal values

In WARDEN: Workflows for Health Technology Assessments in R using Discrete EveNts

Calculate conditional multivariate normal values

Description

Calculate conditional multivariate normal values

Usage

cond_mvn(mu, Sigma, i, xi, full_output = FALSE)

Arguments

mu	mean vector
Sigma	covariance matrix
i	index of the known parameter (1-based index)
xi	known value of the i-th parameter
full_output	boolean indicating whether to return the full list of parameters

Details

Function to compute conditional multivariate normal values

Value

List of length 2, one with new mu and other with covariance parameters

Examples

mu <- c(1, 2, 3)
Sigma <- matrix(c(0.2, 0.05, 0.1, 
                  0.05, 0.3, 0.05, 
                  0.1, 0.05, 0.4), nrow = 3)

i <- 1:2  # Index of the known parameter
xi <- c(1.2,2.3)  # Known value of the first parameter

cond_mvn(mu, Sigma, i, xi,full_output = TRUE)

WARDEN documentation built on April 11, 2025, 5:41 p.m.