Learn R Programming

kDGLM (version 1.2.0)

update_Normal: update_Normal

Description

Calculate posterior parameter for the Normal, assuming that the observed values came from a Normal model from which the covariance is known and the prior distribution for the mean vector have Normal distribution

Usage

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

Value

The parameters of the posterior distribution.

Arguments

conj.param

list: A vector containing the concentration parameters of the Normal.

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 covariance matrix parameter (V) for the observational Normal model.

See Also

Other auxiliary functions for a Normal outcome: convert_multi_NG_Normal(), multi_normal_gamma_pred(), normal_pred()