Integrated Completed Likelihood Criterion

Compute the Integrated Completed Likelihood criterion for model selection.

# S4 method for class 'flexmix'
ICL(object, ...)
# S4 method for class 'stepFlexmix'
ICL(object, ...)

Arguments

object

see Methods section below

...

Some methods for this generic function may take additional, optional arguments. At present none do.

Methods

object = "flexmix":

Compute the ICL of a flexmix object.

object = "stepFlexmix":

Compute the ICL of all models contained in the stepFlexmix object.

Value

Returns a numeric vector with the corresponding ICL value(s).

Author

Friedrich Leisch and Bettina Gruen

References

C. Biernacki, G. Celeux, and G. Govaert. Assessing a mixture model for clustering with the integrated completed likelihood. IEEE Transactions on Pattern Analysis and Machine Intelligence, 22(7), 719–725, 2000.

Examples

data("NPreg", package = "flexmix")
ex1 <- flexmix(yn ~ x + I(x^2), data = NPreg, k = 2)
ICL(ex1)
#> [1] 1369.179