Some Algorithms for the Conditional Mean Vector and Covariance Matrix
We consider here the problem of computing the mean vector and covariance matrix for a conditional normal distribution, considering especially a sequence of problems where the conditioning variables are changing. The sweep operator provides one simple general approach that is easy to implement and up...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2006-08-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v16/i08/paper |