R code for FastICA using a parallel scheme in which the components are estimated simultaneously. This function is called by the fastICA function.
ica.R.par(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)
data matrix.
number of components to be extracted.
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 fun == "logcosh"
.
maximum number of iterations to perform.
a logical value indicating the level of output as the algorithm runs.
Initial value of un-mixing matrix.
The estimated un-mixing matrix W.
See the help on fastICA
for details.