convert_Multinom_Normal: convert_Multinom_Normal

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

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()

kDGLM documentation built on April 4, 2025, 4:44 a.m.