convert_Normal_Gamma: convert_Normal_Gamma

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

convert_Normal_Gamma

Description

Calculates the parameters of the log-Normal that best approximates the given Inverse-Gamma distribution. The approximation is the best in the sense that it minimizes the KL divergence from the Inverse-Gamma to the log-Normal

Usage

convert_Normal_Gamma(conj.param, parms)

Arguments

conj.param	list: A vector containing the parameters of the Inverse-Gamma (alpha,beta).
parms	list: A list of extra known parameters of the distribution. Not used in this function.

Value

The parameters of the Normal distribution of the linear predictor.

See Also

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

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