gamma_pred {kDGLM}R Documentation

gamma_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 Gamma distribution with known shape parameter phi and its mean having distribution Inverse-Gamma with shape parameter a e rate parameter b. In this scenario, the marginal distribution of the data is Beta prime with parameters phi, alpha, beta / phi.

Usage

gamma_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: A list of extra parameters for the model. For this function, it must contain the shape parameter phi of the observational model.

pred.cred

numeric: the desired credibility for the credibility interval.

Value

A list containing the following values:

See Also

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


[Package kDGLM version 1.2.0 Index]