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)'.
VI.lb(cls, psm)
A vector of the the lower bound of the Variation of Information for
A clustering for which the lower bound of the Variation of Information is calculated.
The posterior similarity matrix which `cls` is a summary thereof.
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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