Calculate the conditional mean & variance of a sub-vector
of a random vector given the rest elements, where the random vector follows a multivariate normal distribution.
This function calculates the conditional mean & variance of a multivariate normal distribution,
with (meanVec, varMat), conditional on y at the indices conditionalIndex.
conditionalDistMvnorm(y, conditionalIndex, meanVec, varMat)the vector of the known values to be conditioned on.
the index to be conditioned on.
the mean vector the joint multivariate normal distribution.
the variance-covariance matrix of the joint multivariate normal distribution.
a list consisting of 'mean' and 'var' representing the conditional mean and variance respectively.