Description: Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available. For details, see Miettinen et al. (2015) <doi:10.1214/15-STS520>, Miettinen et al. (2016) <doi:10.1111/jtsa.12159>, Miettinen et al. (2017) <doi:10.1016/j.sigpro.2016.08.028>, Miettinen et al. (2017) <doi:10.18637/jss.v076.i02>, and references therein.
| Package: | BSSasymp |
| Type: | Package |
| Version: | 1.2-0 |
| Date: | 2017-09-11 |
| License: | GPL (>= 2) |
Miettinen, J., Nordhausen, K. and Taskinen, S. (2017), Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp, Journal of Statistical Software, 76, 1-31, <doi:10.18637/jss.v076.i02>.