convert_Poisson_Normal {kDGLM}R Documentation

convert_Poisson_Normal

Description

Calculate the parameters of the 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 Gamma

Usage

convert_Poisson_Normal(ft, Qt, parms)

Arguments

ft

numeric: 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 kernel.

Value

The parameters of the conjugated distribution of the linear predictor.

See Also

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


[Package kDGLM version 1.2.0 Index]