update_Normal {kDGLM} | R Documentation |
update_Normal
Description
Calculate posterior parameter for the Normal, assuming that the observed values came from a Normal model from which the covariance is known and the prior distribution for the mean vector have Normal distribution
Usage
update_Normal(conj.param, ft, Qt, y, parms)
Arguments
conj.param |
list: A vector containing the concentration parameters of the Normal. |
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. For this kernel, parms should containing the covariance matrix parameter (V) for the observational Normal model. |
Value
The parameters of the posterior distribution.
See Also
Other auxiliary functions for a Normal outcome:
convert_multi_NG_Normal()
,
multi_normal_gamma_pred()
,
normal_pred()