Description Usage Arguments Value Author(s) Examples
This function imputes missing values by their conditional mean
1 | impute_conditional_mean(x, mu, Sigma)
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x |
A vector with observations, some of which may be missing (indicated by NA) |
mu |
A vector with the population means for 'x'. No missing values are allowed here. |
Sigma |
A matrix describing the population covariance of 'x' |
A vector where missing values for 'x' have been replaced by their conditional mean
Thomas Debray <thomas.debray@gmail.com>
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | # Define the population means
mu <- c(0, 1, 2)
# Define the covariance of the population
Sigma <- diag(1,3)
Sigma[1,2] <- Sigma[2,1] <- 0.3
Sigma[2,3] <- Sigma[3,2] <- 0.1
Sigma[1,3] <- Sigma[3,1] <- -0.2
# Generate a 'random' sample from the population that is partially observed
x <- c(NA, 2, 4)
# Impute the missing values
impute_conditional_mean (x=x, mu=mu, Sigma=Sigma)
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