convert_Poisson_Normal {kDGLM} | R Documentation |
convert_Poisson_Normal
Description
Calculate the parameters of the Gamma 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 Gamma
Usage
convert_Poisson_Normal(ft, Qt, parms)
Arguments
ft |
numeric: 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 Poisson outcome:
convert_Normal_Poisson()
,
poisson_pred()
,
update_Poisson()
[Package kDGLM version 1.2.0 Index]