⚠️There's a newer version (1.1) of this package.Take me there.
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