condi4joint {rbmn} | R Documentation |
computes some conditional distribution of a multinormal vector
Description
returns the expectation and variance of a sub-vector conditionned
with another (non overlapping) sub-vector from an initial random
vector described by mn
.
Usage
condi4joint(mn, par, pour, x2=NULL)
Arguments
mn |
list defining the distribution of the initial vector with
|
par |
names (or indices) of the sub-vector to give the distribution. |
pour |
names (or indices) of the conditionning sub-vector (can
be |
x2 |
values to consider for the conditioning sub-vector. When
|
Details
when no names are given to mn$mu
, par
and pour
are supposed containing indices and default sequential names are
provided.
Value
A list:
when x2
provides the values taken by the
conditioning part, it is a /mn/ object with its two components:
$mu
for the expectation vector and $gamma
for the
variance matrix.
when x2
is NULL
the list has got
three components: $mu
for the fixed part of the expectation
vector, $b
for the regression coefficients to be associated to
the non precised x2
values, varying part of the expectation
and $gamma
for the variance matrix.
Examples
print8mn(condi4joint(rbmn0mn.04, c("1.1", "2.2", "1.2", "2.1"), NULL));
print8mn(condi4joint(rbmn0mn.04, c("1.1", "2.2", "1.2", "2.1"), "C", 0));
print(condi4joint(rbmn0mn.04, c("1.1", "2.2", "1.2", "2.1"), "C", NULL));