Hi Duncan, I'm really stupid --- yes of course!!
Thanks for pointing me out the (now) obvious. All the best, E 2008/10/21 Duncan Murdoch <[EMAIL PROTECTED]>: > On 10/21/2008 2:56 PM, Emmanuel Levy wrote: >> >> Dear All, >> >> I have a distribution of values and I would like to assess the >> uni/bimodality of the distribution. >> >> I managed to decompose it into two normal distribs using Mclust, and >> the BIC criteria is best for two parameters. >> However, the problem is that the BIC criteria is not a P-value, which >> I would need ideally. >> >> I saw the diptest package but it is not for gaussian distributions. >> >> Any hint at a package or way-around this would be greatly appreciated. > > If your null is really a unimodal gaussian, then doing it by simulation > should be easy: simulate lots of normal samples of the same size as your > observed one, and calculate the same BIC statistic on each of them. Then > your p-value is the true proportion of simulated statistics that give > stronger evidence than the observed one, and is well approximated by the > simulated proportion. > > Duncan Murdoch > ______________________________________________ [email protected] 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.
