findPostCov {bayesloglin} | R Documentation |
Computes the posterior covariance matrix of the log-linear parameters, which for decomposable models, is known in closed form.
findPostCov(formula, alpha, data)
formula |
A decomposable model formula. |
alpha |
The value of the hyperparameter alpha. |
data |
A data frame containing the contingency table. All cells must be included in data and the last column must be the cell counts. The number of variables in the contingency table must be at least 2. |
theta |
An array giving the posterior covariance matrix of the log-linear parameters. |
Matthew Friedlander
see vignette
data(czech) formula <- freq ~ b*c + a*c*e + d*e + f s <- findPostCov (formula, alpha = 1, data = czech) print(s)