convert_Normal_Multinom {kDGLM}R Documentation

convert_Normal_Multinom

Description

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

Usage

convert_Normal_Multinom(conj.param, parms = list())

Arguments

conj.param

list: A vector containing the concentration parameters of the Dirichlet.

parms

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

Value

The parameters of the Normal distribution of the linear predictor.

See Also

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


[Package kDGLM version 1.2.0 Index]