On Mar 20, 2010, at 3:53 AM, tj wrote:
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 random sample of size 100 from this model. I will do
this 300
times.
That means, I will have 300 samples of size 100 each sample. From
each of
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).
Homework problems generally require a lot more evidence of student
effort before they get much (any?) response on r-help.
--
David Winsemius, MD
West Hartford, CT
______________________________________________
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.
