update_Gamma {kDGLM}R Documentation

update_Gamma

Description

Calculate posterior parameter for the Inverse-Gamma, assuming that the observed values came from a Gamma model from which the shape parameter (phi) is known and the mean (mu) have prior distribution Inverse-Gamma.

Usage

update_Gamma(conj.param, ft, Qt, y, parms)

Arguments

conj.param

list: A vector containing the parameters of the Inverse-Gamma (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. For this kernel, parms should containing the shape parameter (phi) for the observational gamma model.

Value

The parameters of the posterior distribution.

See Also

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


[Package kDGLM version 1.2.0 Index]