calc_distribution: Calculates the constants parameters for the conditional...

View source: R/gibbs_sampler.R

calc_distributionR Documentation

Calculates the constants parameters for the conditional distribution belonging to each liabilities of the multivariate gaussian. Helper function for gibb_sampl()

Description

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.

Usage

calc_distribution(sigma)

Arguments

sigma

The covariance matrix.

Value

a list containing sigma_bar and mu_mult for each liability.

Examples

calc_distribution(get_cov(0.5))

Holdols/genstats documentation built on June 10, 2022, 6:05 a.m.