mvncond2(Mean, Sigma, ind, values)

Vectorized estimation of multivariate normal distribution conditional mean and covariance matrix.

This function provides vectorized estimation of multivariate normal distribution conditional expectation and covariance matrix. Mean is a matrix where rows represent expectation vectors. Sigma is covariance matrix. Ind is the index of the first unconditioned argument. Values is a matrix of conditional values which rows correspond to Mean rows.