WARDEN (version 0.99.1)

cond_mvn: Calculate conditional multivariate normal values

Description

Calculate conditional multivariate normal values

Usage

cond_mvn(mu, Sigma, i, xi, full_output = FALSE)

Value

List of length 2, one with new mu and other with covariance parameters

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

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)