convert_Poisson_Normal function

convert_Poisson_Normal

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

convert_Poisson_Normal(ft, Qt, parms)

Arguments

• ft: numeric: A vector representing the means from the normal distribution.
• Qt: matrix: A matrix representing the covariance matrix of the normal distribution.
• parms: list: A list of extra known parameters of the distribution. Not used in this kernel.

Returns

The parameters of the conjugated distribution of the linear predictor.

See Also

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