Quoting "cladoo.26" <cladoo...@laposte.net>: > Hi, > > My questions concern the function 'mclustBIC' which compute BIC for a range > of clusters of several models on the given data and the other function > 'mclustModel' which choose the best model and the best number of cluster > accordind to the results of the previous cited function. > > 1) When trying the following example (see ?mclustModel), I get negative BIC > computed by 'mclustBIC', and the best model according to the results of > 'mclustModel' is the one with the highest BIC (i.e. the closer to zero). > > irisBIC <- mclustBIC(iris[,-5]) > plot(irisBIC) > mclustModel(iris[,-5], irisBIC) > > Because I don't find anything about this point, could someone confirm that > when the BIC are positive, we try to the minimize the criterion (the model > with the smallest BIC is the best one) but when the BIC are negative we look > for the higher BIC (the model with a the BIC closest to zero is the best one) > ?
The mclust package seems to be using a definition of BIC that is the negative of the usual one, i.e. the bic() function in the mclust package returns 2 * loglik - nparams * log(n) where "loglik" is the log likelihood, "n" is the number of observations and "nparams" is the number of parameters. BIC is normally defined as -2 * loglik + nparams * log(n) and the optimal model is the one with the minimum BIC. However in this case, you want to maximize it. > 2) Does the $G argument from the output of 'mclustModel' represent the best > number of clusters for the chosen model ? According to the documentation it does, and you can verify from your plot that the VEV model with 2 components has maximum "BIC" > Many thanks, this is my first post on R help, but I often consult the forum > for 4 years. > > Cladoo > ----------------------------------------------------------------------- This message and its attachments are strictly confidenti...{{dropped:8}} ______________________________________________ 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.