Takes parameters for a multivariate normal distribution and observed values to calculate the conditional distribution for the unobserved values.
get_conditional_parameters(pars, values)
A list with the conditional distribution parameters:
mu
- The conditional mean vector.
sigma
- The conditional covariance matrix.
a list
with elements mu
and sigma
defining the mean vector and
covariance matrix respectively.
a vector of observed values to condition on, must be same length as pars$mu
.
Missing values must be represented by an NA
.