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]