# ProDenICA v1.0

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## Product Density Estimation for ICA using tilted Gaussian density estimates

A direct and flexible method for estimating an ICA model. This approach estimates the densities for each component directly via a tilted gaussian. The tilt functions are estimated via a GAM poisson model. Details can be found in "Elements of Statistical Learning (2nd Edition)" Section 14.7.4

## Functions in ProDenICA

 Name Description ICAorthW turn a matrix W into an orthogonal matrix amari Compute the 'Amari' distance between two matrices GPois Fit a tilted Gaussian density via a Poisson GAM G1 FastICA contrast functions. rjordan Generate source densities for ICA ProDenICA Product Density Independent Component Analysis ProDenICA-internal Internal ProDenICA functions mixmat Generate a random mixing matrix with condition number between 1 and 2 No Results!