conditionalDistMvnorm: Calculate the conditional mean & variance of a random vector...

Description Usage Arguments Value

Description

Calculate the conditional mean & variance of a sub-vector of a random vector given the rest elements, where the random vector follows a multivariate normal distribution. This function calculates the conditional mean & variance of a multivariate normal distribution, with (meanVec, varMat), conditional on y at the indices conditionalIndex.

Usage

1
conditionalDistMvnorm(y, conditionalIndex, meanVec, varMat)

Arguments

y

the vector of the known values to be conditioned on.

conditionalIndex

the index to be conditioned on.

meanVec

the mean vector the joint multivariate normal distribution.

varMat

the variance-covariance matrix of the joint multivariate normal distribution.

Value

a list consisting of 'mean' and 'var' representing the conditional mean and variance respectively.



Search within the carx package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.