cond_mvn {WARDEN} | R Documentation |
Calculate conditional multivariate normal values
Description
Calculate conditional multivariate normal values
Usage
cond_mvn(mu, Sigma, i, xi, full_output = FALSE)
Arguments
mu |
mean vector |
Sigma |
covariance matrix |
i |
index of the known parameter (1-based index) |
xi |
known value of the i-th parameter |
full_output |
boolean indicating whether to return the full list of parameters |
Details
Function to compute conditional multivariate normal values
Value
List of length 2, one with new mu and other with covariance parameters
Examples
mu <- c(1, 2, 3)
Sigma <- matrix(c(0.2, 0.05, 0.1,
0.05, 0.3, 0.05,
0.1, 0.05, 0.4), nrow = 3)
i <- 1:2 # Index of the known parameter
xi <- c(1.2,2.3) # Known value of the first parameter
cond_mvn(mu, Sigma, i, xi,full_output = TRUE)
[Package WARDEN version 1.2.5 Index]