fastICA (version 1.2-1)

ica.R.def: R code for FastICA using a deflation scheme

Description

R code for FastICA using a deflation scheme in which the components are estimated one by one. This function is called by the fastICA function.

Usage

ica.R.def(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)

Arguments

X

data matrix

n.comp

number of components to be extracted

tol

a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged.

fun

the functional form of the \(G\) function used in the approximation to negentropy.

alpha

constant in range [1,2] used in approximation to negentropy when fun == "logcosh"

maxit

maximum number of iterations to perform

verbose

a logical value indicating the level of output as the algorithm runs.

w.init

Initial value of un-mixing matrix.

Value

The estimated un-mixing matrix W.

Details

See the help on fastICA for details.

See Also

fastICA, ica.R.par