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2010 Mar 20
2
EM algorithm in R
...the 300 samples generated, I need to fit a 1 component model, 2
components......up to 5 components model. Then for each sample, I will
estimate the parameters of this model using EM algorithm.
After that, I will try to evaluate AIC and BIC and determine how many times
AIC had its minimum value at 2components. Then I will also determine how
many times BIC had its minimum at 2components. For example, AIC has the
correct choice if its minimum value occurred when we model two components
(Because the true model has two components).
Thank you!
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