get_conditional_parameters function

Derive conditional multivariate normal parameters

Takes parameters for a multivariate normal distribution and observed values to calculate the conditional distribution for the unobserved values.

get_conditional_parameters(pars, values)

Arguments

• pars: a list with elements mu and sigma defining the mean vector and covariance matrix respectively.
• values: a vector of observed values to condition on, must be same length as pars$mu. Missing values must be represented by an NA.

Returns

A list with the conditional distribution parameters:

• mu - The conditional mean vector.
• sigma - The conditional covariance matrix.