trunmnt (version 1.0.0)

meanvar: Mean and variance for a truncated multivariate normal distribution.

Description

meanvar is a S3 generic function of the class mtrunmnt. Using the prodmnt, it compute the mean and variance-covariance matrix for a truncated multivariate normal distribution.

Usage

meanvar(Obj)

Value

A list with the mean and variance-covariance matrix.

Arguments

Obj

An mtrunmnt object created by the mtrunmnt.

See Also

mtrunmnt, meanvarTMD, mtmvnorm and prodmnt.

Examples

###  A simple example ####

set.seed(123)
sigma2e <- 1
sigma2a <- 2
n <- 5
mu <- seq(-1,1, length.out = n)
y <- mu + rnorm(1, sd = sqrt(sigma2a)) + rnorm(n, sd = sqrt(sigma2e))
a  <- rep(-Inf, n)
b  <- rep(Inf, n)
a[y >= 0] <- 0
b[y <  0] <- 0
obj <- mtrunmnt(mu, lower = a, upper = b, Sigmae = sigma2e, D = sigma2a) 
meanvar(obj)