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batchmix (version 2.2.1)

VI.lb: Minimum VI lower bound

Description

Local implementation of S. Wade's `minVI` function from their `mcclust.ext` package (available from github). Reimplemented here to avoid dependency on a non-CRAN package. Computes the lower bound to the posterior expected Variation of Information. For full details please see the aforementioned package and Wade and Ghahramani, 2018, 'Bayesian Cluster Analysis: Point Estimation and Credible Balls (with Discussion)'.

Usage

VI.lb(cls, psm)

Value

A vector of the the lower bound of the Variation of Information for

Arguments

cls

A clustering for which the lower bound of the Variation of Information is calculated.

psm

The posterior similarity matrix which `cls` is a summary thereof.

Examples

Run this code
if (FALSE) {
# MCMC samples and BIC vector
mcmc_outputs <- runMCMCChains(
  X,
  n_chains,
  R,
  thin,
  batch_vec,
  type
)

# Note that in this toy example we have not applied a burn in
psm <- createSimilarityMat(mcmc_outputs[[1]]$samples)
VI.lb(mcmc_outputs[[1]]$samples[1, ], psm)
}

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