Draw Conditional Samples — conditional • gibbs.utils

Sample from a conditional distribution.

cond_mvnorm(y, mu, Q, which, a = -Inf, b = Inf, params.only = FALSE)

Arguments

y: A vector of values drawn from the multivariate normal distribution. Element which is ignored.
mu: the mean of the normal distribution from which y comes
Q: the precision of the multivariate normal distribution from which y comes
which: Which index to get the conditional distribution of
a, b: optional limits of truncation for a truncated normal distribution.
params.only: Should just a list of the updated parameters be returned?