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
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Details

Type Package
Date 2010-04-19
License GPL-2
URL http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf
Packaged 2010-04-28 15:28:13 UTC; hastie
Repository CRAN
Date/Publication 2010-05-01 17:45:37
depends gam
Contributors Rob Tibshirani, Trevor Hastie

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