convert_Normal_Gamma function

convert_Normal_Gamma

Calculates the parameters of the log-Normal that best approximates the given Inverse-Gamma distribution. The approximation is the best in the sense that it minimizes the KL divergence from the Inverse-Gamma to the log-Normal

convert_Normal_Gamma(conj.param, parms)

Arguments

• conj.param: list: A vector containing the parameters of the Inverse-Gamma (alpha,beta).
• parms: list: A list of extra known parameters of the distribution. Not used in this function.

Returns

The parameters of the Normal distribution of the linear predictor.

See Also

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