as "fMultivar" or "mvtnorm".
Best,
Ravi.
From: r-devel-boun...@r-project.org [r-devel-boun...@r-project.org] on behalf
of Ravi Varadhan [rvarad...@jhmi.edu]
Sent: Sunday, March 04, 2012 10:32 AM
To: r-devel@r-project.org
Subject: [Rd] Conditional means and variances of a
Hi,
Let X = (x_1, x_2, ... , x_p) be multivariate normal with mean, mu = (mu_1,
... , mu_p) and covariance = Sigma. I was looking for an R function to compute
conditional mean and conditional variance of a given subset of X given another
subset of X. While this is trivially easy to do, the
