ica.R.def

number of components to be extracted

n.comp

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

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

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

alpha

maximum number of iterations to perform

maxit

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

verbose

Initial value of un-mixing matrix.

w.init

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.

utilities

Implementation of FastICA algorithm to perform Independent
Component Analysis (ICA) and Projection Pursuit.

Brian Ripley

fastICA

FastICA Algorithms to Perform ICA and Projection Pursuit

ica.R.def function

<dl> <dt>X</dt>
<dd>data matrix</dd> <dt>n.comp</dt>
<dd>number of components to be extracted</dd> <dt>tol</dt>
<dd>a positive scalar giving the tolerance at which the
 un-mixing matrix is considered to have converged.</dd> <dt>fun</dt>
<dd>the functional form of the \(G\) function used in the
 approximation to negentropy.</dd> <dt>alpha</dt>
<dd>constant in range [1,2] used in approximation to
 negentropy when <code>fun == "logcosh"</code></dd> <dt>maxit</dt>
<dd>maximum number of iterations to perform</dd> <dt>verbose</dt>
<dd>a logical value indicating the level of output as the
 algorithm runs.</dd> <dt>w.init</dt>
<dd>Initial value of un-mixing matrix.</dd></dl>

Arguments

Author

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

<dl>

 <dt>X</dt>
<dd>data matrix</dd>

 <dt>n.comp</dt>
<dd>number of components to be extracted</dd>

 <dt>tol</dt>
<dd>a positive scalar giving the tolerance at which the
 un-mixing matrix is considered to have converged.</dd>

 <dt>fun</dt>
<dd>the functional form of the \(G\) function used in the
 approximation to negentropy.</dd>

 <dt>alpha</dt>
<dd>constant in range [1,2] used in approximation to
 negentropy when <code>fun == "logcosh"</code></dd>

 <dt>maxit</dt>
<dd>maximum number of iterations to perform</dd>

 <dt>verbose</dt>
<dd>a logical value indicating the level of output as the
 algorithm runs.</dd>

 <dt>w.init</dt>
<dd>Initial value of un-mixing matrix.</dd>

</dl>

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

Description

Usage

Value

Arguments

Author

Details

See Also