convert_Multinom_Normal {kDGLM}R Documentation

convert_Multinom_Normal

Description

Calculate the parameters of the Dirichlet that best approximates the given log-Normal distribution. The approximation is the best in the sense that it minimizes the KL divergence from the log-Normal to the Dirichlet.

Usage

convert_Multinom_Normal(ft, Qt, parms = list())

Arguments

ft

vector: A vector representing the means from the normal distribution.

Qt

matrix: A matrix representing the covariance matrix of the normal distribution.

parms

list: A list of extra known parameters of the distribution. Not used in this kernel.

Value

The parameters of the conjugated distribution of the linear predictor.

See Also

Other auxiliary functions for a Multinomial outcome: convert_Normal_Multinom(), multnom_pred(), update_Multinom()


[Package kDGLM version 1.2.0 Index]