mvnorm_impute.R

library(rethinking)

#make a multivariate vector with known correlation
sigma_mat <- matrix(c(1,.3, 0.2,
                      0.3, 1, 0.4,
                      0.2, 0.4, 1), nrow=3)
z <- rmvnorm(1, c(0,0, 0), sigma_mat)
z_2 <- z[2]
z[2] <- NA

#model
mod <- alist(
  z <- dmvnorm(0, sigma)
)

#fit - doesn't work...
fit <- map2stan(mod, 
           data=list(z=z, sigma=sigma), 
           start=list(z=c(z[1], 0, z[2])))