multi_normal_gamma_pred {kDGLM} | R Documentation |
update_multi_NG_chol multi_normal_gamma_pred
Description
update_multi_NG_chol multi_normal_gamma_pred
Usage
multi_normal_gamma_pred(
conj.param,
outcome = NULL,
parms = list(),
pred.cred = 0.95
)
Arguments
conj.param |
list or data.frame: The parameters of the conjugated distribution (Normal-Gamma) of the linear predictor. |
outcome |
numeric or matrix (optional): The observed values at the current time. |
parms |
list (optional): A list of extra parameters for the model. Not used in this function. |
pred.cred |
numeric: the desired credibility for the credibility interval. |
Value
A list containing the following values:
pred numeric/matrix: the mean of the predictive distribution of a next observation. Same type and shape as the parameter in model.
var.pred numeric/matrix: the variance of the predictive distribution of a next observation. Same type and shape as the parameter in model.
icl.pred numeric/matrix: the percentile of 100*((1-pred.cred)/2)
icu.pred numeric/matrix: the percentile of 100*(1-(1-pred.cred)/2)
log.like numeric: the The log likelihood for the outcome given the conjugated parameters.
See Also
Other auxiliary functions for a Normal outcome:
convert_multi_NG_Normal()
,
normal_pred()
,
update_Normal()