cond_mean_cov_expr: 'cond_mean_cov_expr' returns conditional mean and variance...

In nmm: Nonlinear Multivariate Models

Description

cond_mean_cov_expr returns conditional mean and variance X|Y of conditional multivariate normal distribution . X is discrete variable, Y are continuous variables. No correlation between discrete eq.

Usage

cond_mean_cov_expr(neqt, kk)

Arguments

neqt	Number of continuous variables/equations
kk	Number of discrete variables/equations

Value

list:

meannewel	conditional mean expressions, w/ "<-"
nomin	general form of nominator terms, w/o "<-"
nominl	for each i in 1:kk nominator terms, w/ "<-"
denoml	denominator in conditional mean, w/ "<-"
denom	denominator in conditional mean, w/o "<-"
cel	conditional covariance expressions, w/ "<-"

nmm documentation built on Jan. 7, 2021, 5:10 p.m.