mn4joint1condi: computes a joint distribution from a marginal and a...

Description Usage Arguments Details Value Examples

View source: R/f07.normal.code.r

Description

returns the expectation and variance of the multinormal normal distribution defined through a marginal subcomponent and a conditional distribution.

Usage

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mn4joint1condi(lmar, lcon)

Arguments

lmar

list defining the distribution of the marginal part with $mu, its expectation, and $gamma, its variance matrix (in fact a /mn/ object).

lcon

list defining the distribution of the conditional part (see the Details section).

Details

The conditional distribution is defined with a list having $a for the constant part of the expectation; $b for the regression coefficient part of the expectation; and $S for the residual variance matrix.

Value

A list:

\$mu

The expectation vector.

\$gamma

The joint variance matrix.

that is a /mn/ object.

Examples

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 lcon <- list(a=c(D=2, E=4), 
 b=matrix(1:6, 2, dimnames=list(LETTERS[4:5], 
 LETTERS[1:3])), 
 S=matrix(c(1, 1, 1, 2), 2));

 print8mn(mn4joint1condi(rbmn0mn.01, lcon));

rbmn documentation built on Jan. 16, 2021, 5:31 p.m.