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kDGLM (version 1.2.0)

update_Gamma: update_Gamma

Description

Calculate posterior parameter for the Inverse-Gamma, assuming that the observed values came from a Gamma model from which the shape parameter (phi) is known and the mean (mu) have prior distribution Inverse-Gamma.

Usage

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

Value

The parameters of the posterior distribution.

Arguments

conj.param

list: A vector containing the parameters of the Inverse-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. For this kernel, parms should containing the shape parameter (phi) for the observational gamma model.

See Also

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