update_NG {kDGLM} | R Documentation |
update_NG
Description
Calculate posterior parameter for the Normal-Gamma, assuming that the observed values came from a Normal model from which the prior distribution for the mean and the precision have joint distribution Normal-Gamma
Usage
update_NG(conj.param, ft, Qt, y, parms = list())
Arguments
conj.param |
list: A vector containing the parameters of the Normal-Gamma (mu0,c0,alpha,beta). |
ft |
numeric: A vector representing the means from the normal distribution. Not used in the default method. |
Qt |
matrix: A matrix representing the covariance matrix of the normal distribution. Not used in the default method. |
y |
numeric: A vector containing the observations. |
parms |
list: A list of extra known parameters of the distribution. Not used in this kernel. |
Value
The parameters of the posterior distribution.
[Package kDGLM version 1.2.0 Index]