convert_Normal_Gamma {kDGLM}R Documentation

convert_Normal_Gamma

Description

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

Usage

convert_Normal_Gamma(conj.param, parms)

Arguments

conj.param

list: A vector containing the parameters of the Inverse-Gamma (alpha,beta).

parms

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

Value

The parameters of the Normal distribution of the linear predictor.

See Also

Other auxiliary functions for a Gamma outcome with known shape: convert_Gamma_Normal(), gamma_pred(), update_Gamma()


[Package kDGLM version 1.2.0 Index]