Compute posterior similarity matrix — .compute

Computes the posterior similarity matrix (PSM) from a matrix of cluster assignments. PSM[i,j] = probability that observations i and j are in the same cluster.

Usage

.compute_psm(z_matrix)

Arguments

z_matrix: Integer matrix (iterations x N) of cluster assignments.

Value

Symmetric N x N matrix of co-clustering probabilities.

Details

If $z_i^{(s)}$ denotes the cluster label of observation $i$ at draw $s$, then this helper computes $$\mathrm{PSM}_{ij} \approx \frac{1}{S} \sum_{s=1}^S I(z_i^{(s)} = z_j^{(s)}).$$ The resulting matrix is the basic posterior co-clustering summary used by the Dahl representative partition and several cluster diagnostics.