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kDGLM (version 1.2.0)

update_Poisson: 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)

Value

The parameters of the posterior distribution.

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.

See Also

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