poisson_pred {kDGLM}R Documentation

poisson_pred

Description

Calculate the values for the predictive distribution given the values of the parameter of the conjugated distribution of the linear predictor. The data is assumed to have Poisson distribution with its mean having distribution Gamma with shape parameter a e rate parameter b. In this scenario, the marginal distribution of the data is Negative Binomial with a as the dispersion parameter and b/(b+1) as the probability.

Usage

poisson_pred(conj.param, outcome = NULL, parms = list(), pred.cred = 0.95)

Arguments

conj.param

list or data.frame: The parameters of the conjugated distributions of the linear predictor.

outcome

numeric or matrix (optional): The observed values at the current time. Not used in this function.

parms

list (optional): A list of extra parameters for the model. Not used in this function.

pred.cred

numeric: the desired credibility for the credibility interval.

Value

A list containing the following values:

See Also

Other auxiliary functions for a Poisson outcome: convert_Normal_Poisson(), convert_Poisson_Normal(), update_Poisson()


[Package kDGLM version 1.2.0 Index]