update_Poisson: update_Poisson

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

update_Poisson

Description

Calculate posterior parameter for the Gamma, assuming that the observed values came from a Poisson model from which the rate parameter (lambda) have prior distribution Gamma.

Usage

update_Poisson(conj.param, ft, Qt, y, parms)

Arguments

conj.param	list: A vector containing the parameters of the Gamma (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.

See Also

Other auxiliary functions for a Poisson outcome: convert_Normal_Poisson(), convert_Poisson_Normal(), poisson_pred()

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