I'm using scikit-learn to fit a multivariate Gaussian Mixture Model to
some data (which works brilliantly). But I need to be able to get a
new GMM conditional on some of the variables, and the scikit toolkit
doesn't seem to be able to do that, which surprised me because it
seems like a pretty basic thing to want to do.

Wikipedia has a good explanation of what I'm trying to do (for a
single Gaussian, not a GMM), and it's just possible I might be able to
implement it myself, but my matrix maths isn't great and I can see it
taking a long time.

Is there a really easy way of doing this (in which case, could it be
added as an example in the documentation?) or might it get added to
sklearn?

Thanks in advance,
Tom

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