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thetahat
2008 May 23
0
Est. Component Size with AIC/BIC under Gamma Distribution
...find_bic <- function(mll,smpl,k) {
bic <- (-2 * mll) + (k * log(length(smpl)))
bic
}
find_aic <- function(mll,smpl,k) {
aic <- (-2 * mll) + (k * 2)
aic
}
mlogl_process <- function(smpl,error,start ) {
# EM algorithm to estimate max loglikelihood
thetalast <- 0
thetacurrent <- start
theta <- start
difference <- start
thetaprocess <- start
best <- 0
while (difference > error) {
mlogl_out <- nlm(mlogl, mean(smpl), theta_func=thetacurrent, samp=smpl)
theta <- mlogl_out$estimate...