inst/snippet/mvn-conditional05.R

Sigma
mu <- c(1, 2, 3); mu
# means
mu[2:3] + Sigma[2:3, 1] %*% solve(Sigma[1, 1]) %*% (3 - mu[1])
# variance-covariance
Sigma[2:3, 2:3] - Sigma[2:3, 1] %*% solve(Sigma[1, 1]) %*% Sigma[1, 2:3]

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fastR2 documentation built on Nov. 9, 2023, 9:06 a.m.