update_Normal function

update_Normal

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

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

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.

Returns

The parameters of the posterior distribution.

See Also

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