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ProDenICA (version 1.0)

Product Density Estimation for ICA using tilted Gaussian density estimates

Description

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

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Version

Install

install.packages('ProDenICA')

Monthly Downloads

219

Version

1.0

License

GPL-2

Maintainer

Trevor Hastie

Last Published

May 1st, 2010

Functions in ProDenICA (1.0)

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