impute_conditional_mean | R Documentation |
This function imputes missing values by their conditional mean
impute_conditional_mean(x, mu, Sigma)
x |
A vector with observations, some of which may be missing (indicated by NA) |
mu |
A vector with the population means for 'x'. No missing values are allowed here. |
Sigma |
A matrix describing the population covariance of 'x' |
A vector where missing values for 'x' have been replaced by their conditional mean
Thomas Debray <thomas.debray@gmail.com>
# Define the population means mu <- c(0, 1, 2) # Define the covariance of the population Sigma <- diag(1,3) Sigma[1,2] <- Sigma[2,1] <- 0.3 Sigma[2,3] <- Sigma[3,2] <- 0.1 Sigma[1,3] <- Sigma[3,1] <- -0.2 # Generate a 'random' sample from the population that is partially observed x <- c(NA, 2, 4) # Impute the missing values impute_conditional_mean (x=x, mu=mu, Sigma=Sigma)
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