I understand the main idea of the expression of the AIC and BIC however, I do not understand how they work. I have a small data
R program. When, I calculate the AIC and BIC, I found that the values of them is high (636 and 660), respectively). I wonder how I got this values while my data is very small. So, does the values of AIC and BIC increase as the data increases? Do they depends on the number of observation? Do I did something wrong?
I did this:
1- Estimate the mixture weights ($\pi$).
2- Estimate the values of the model parameters.
3- Then, calculate the expectation logliklihood function (I am using EM-method).
4- Then, calculate the AIC and BIC.
$ll = sum(\tau_1*(log (\pi_1) +log(density_1)) + \tau_2*(log (\pi_2) + log(density_2)))$
$AIC = -2*ll +2k$
$BIC = -2*ll + log(N)*k$