服装标准例程序利用R软件，运行如下R程序便可计算相应的条件均值和条件协方差矩阵：#均值向量
m=matrix(c(154.98,83.39,70.26,61.32,91.52),nrow=5,ncol=1);m;
#协方差矩阵
sigma=matrix(c(29.66,6.51,1.85,9.36,10.34,6.51,30.53,25.54,3.54,19.53,1.85,25.54,39.86,2.23,20.70,9.36,3.54,2.23,7.03,5.21,
10.34,19.53,20.70,5.21,27.36),5,5);sigma;
#条件均值x5=85;
m1=matrix(m[1:4,1],4,1)+matrix(sigma[1:4,5]*sigma[5,5]^(-1),4,1)%*%(x5-sigma[5,1]);m1;
#条件协方差1(d[x1,x2,x3,x4|x5])
d1=sigma[1:4,1:4]-matrix(sigma[1:4,5]*sigma[5,5]^(-1),4,1)%*%matrix(sigma[5,1:4],1,4);d1;
#条件协方差2(d[x1,x2,x3|x4,x5])
d2=d1[1:3,1:3]-matrix(d1[1:3,4]*d1[4,4]^(-1),3,1)%*%matrix(d1[4,1:3],1,3);d2;
THE END