update_NG2: update_NG

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

update_NG

Description

Calculate posterior parameter for the Normal-Gamma, assuming that the observed values came from a Normal model from which the prior distribution for the mean and the precision have joint distribution Normal-Gamma

Usage

update_NG2(conj.param, ft, Qt, y, parms = list())

Arguments

conj.param	list: A vector containing the parameters of the Normal-Gamma (mu0,c0,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. Not used in this kernel.

Value

The parameters of the posterior distribution.

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