convert_Gamma_Normal {kDGLM} | R Documentation |
convert_Gamma_Normal
Description
Calculate the parameters of the Inverse-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 Inverse-Gamma
Usage
convert_Gamma_Normal(ft, Qt, parms)
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 function. |
Value
The parameters of the conjugated distribution of the linear predictor.
See Also
Other auxiliary functions for a Gamma outcome with known shape:
convert_Normal_Gamma()
,
gamma_pred()
,
update_Gamma()
[Package kDGLM version 1.2.0 Index]