This function recovers the partition of the regression coefficients induced
by the nonparametric Bayesian Lasso. This function is based on the
implementation from the "BNPmix" package.
Arguments
- S.mcmc
A matrix of size
n.draws-by-n.preds, where each row indicates to which cluster the regression coefficients belong to.- loss
A loss function defined on the space of partitions. It can be either the variation of information loss function (
"VI") or the Binder loss function ("Binder"). Default is"VI". See Wade and Ghahramani (2018) for additional details.