Please help me in writing the R code for this problem. I've been solving this for 4 days. It was hard for me to solve it. It's a simulation problem in R.
The problem is My true model is a normal mixture which is given as 0.5 N(-0.8,1) + 0.5 N(0.8,1). This model has two components. I will get a sample size equal to 100 from this model. I will do this 200 times. That means, I will have 200 samples of size 100 each sample. Then for each sample, I will estimate the parameters of this model using EM algorithm. >From each samples generated, I need to fit a 1 component model, 2 components...... 5 components model. After that, I will try to evaluate AIC and BIC and determine which of them have the correct choice. For example, AIC has the correct choice if its minimum value occurred when we model two components (Because the true model has two components). And then I need to determine how many times AIC has the minimum value at component=2. I will also do this for BIC. Thank you! ~tj -- View this message in context: http://n4.nabble.com/R-code-for-normal-mixture-EM-algorithm-tp1630181p1630181.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
