sink_cpp {expperm}

A variational approximation of an expected permutation matrix using C++

Description

Computes an approximate expected permutation matrix and marginal likelihood from a matrix of assignment likelihoods. The approximation minimizes a constrained KL divergence from the likelihood, and is computed via the repeated renormalization of the input's rows and columns.

Usage

sink_cpp(A, maxit = 99)

Arguments

A

A matrix of assignment likelihoods.

maxit

An integer specifying the maximum number of steps used in the optimization.

Value

E(P), the expected permutation matrix corresponding to A.

Examples

data(A)
sink_cpp(A)