convert_Multinom_Normal {kDGLM} | R Documentation |
convert_Multinom_Normal
Description
Calculate the parameters of the Dirichlet that best approximates the given log-Normal distribution. The approximation is the best in the sense that it minimizes the KL divergence from the log-Normal to the Dirichlet.
Usage
convert_Multinom_Normal(ft, Qt, parms = list())
Arguments
ft |
vector: A vector representing the means from the normal distribution. |
Qt |
matrix: A matrix representing the covariance matrix of the normal distribution. |
parms |
list: A list of extra known parameters of the distribution. Not used in this kernel. |
Value
The parameters of the conjugated distribution of the linear predictor.
See Also
Other auxiliary functions for a Multinomial outcome:
convert_Normal_Multinom()
,
multnom_pred()
,
update_Multinom()
[Package kDGLM version 1.2.0 Index]