polyaHessian {fabPrediction}

Obtain Hessian of the marginal Dirichlet-multinomial likelihood

Description

Obtain Hessian of the marginal Dirichlet-multinomial likelihood

Usage

polyaHessian(D, gamma, Nj = rowSums(D), K = ncol(D))

Arguments

D

matrix (JxK) of counts; each row is a sample from a MN distribution with K categories

gamma

current value of prior concentration parameter

Nj

sample sizes of the J groups

K

number of categories

Value

Hessian