View source: R/gibbs_sampler.R
calc_distribution | R Documentation |
Of the form
mu_mult = Σ_{12}Σ_{22}^{-1}μ _2
sigma_bar = Σ_{11} - Σ_{12}Σ_{22}^{-1}Σ_{21}
It is used as a helper function for LTFH.
calc_distribution(sigma)
sigma |
The covariance matrix. |
a list containing sigma_bar and mu_mult for each liability.
calc_distribution(get_cov(0.5))
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