gaussian.condition: Condition a Gaussian on another. See Eqn. A.6 on page 200 of...

In JohnReid/DeLorean: Estimates Pseudotimes for Single Cell Expression Data

Description

Condition a Gaussian on another. See Eqn. A.6 on page 200 of Rasmussen and Williams' book.

Usage

gaussian.condition(y, .A, .B, .C, mu.x = rep(0, nrow(.A)),
  mu.y = rep(0, nrow(.B)), U = chol(.B))

Arguments

y	y
.A	Var(X)
.B	Var(Y)
.C	Cov(X, Y)
mu.x	Mean of x
mu.y	Mean of y
U	Cholesky decomposition of .B

JohnReid/DeLorean documentation built on Sept. 27, 2021, 5:45 a.m.