Comparison plot between AIC and BIC penalty terms

AIC_vs_BIC.r

# AIC vs BIC comparison
#
# AIC = -2*log(L) + 2*k
# BIC = -2*log(L) + k*log(n)
#
# Since the first term is equal, we only compute the penalized term

k <- seq(1,50)
n <- seq(1,20)

grid.aic <- outer(k,n,function(x,y) 2*x)
grid.bic <- outer(k,n,function(x,y) x*log(y))

par(mar=c(5,4,2,2))
contour(x=k, y=n, grid.aic, 
		xlab="number of parameters (k)", ylab="sample size (n)", 
		col="dodgerblue3", method="flattest", levels=seq(10,100,by=10))

contour(x=k, y=n, grid.bic,
		add=TRUE, col="firebrick3", levels=seq(10,100,by=10))
		
abline(h=exp(2),lty=2)

legend(	"topright", col=c("dodgerblue3", "firebrick3"),
		legend=c("AIC", "BIC"), lty=1, bg="white")