get_conditional_parameters {rbmi}

Derive conditional multivariate normal parameters

Description

Takes parameters for a multivariate normal distribution and observed values to calculate the conditional distribution for the unobserved values.

Usage

get_conditional_parameters(pars, values)

Arguments

pars

a list with elements mu and sigma defining the mean vector and covariance matrix respectively.

values

a vector of observed values to condition on, must be same length as pars$mu. Missing values must be represented by an NA.

Value

A list with the conditional distribution parameters:

• mu - The conditional mean vector.

• sigma - The conditional covariance matrix.