condMom
compute moments of conditional distribution of ith element of normal given
all others.condMom(x, mu, sigi, i)
condMom
computes moments of $x_i$ given $x_{-i}$.##
sig=matrix(c(1,.5,.5,.5,1,.5,.5,.5,1),ncol=3)
sigi=chol2inv(chol(sig))
mu=c(1,2,3)
x=c(1,1,1)
condMom(x,mu,sigi,2)
Run the code above in your browser using DataLab