ica.R.def

0th

Percentile

R code for FastICA using a deflation scheme

R code for FastICA using a deflation scheme in which the components are estimated one by one. This function is called by the fastICA function.

Keywords
utilities
Usage
ica.R.def(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)
Arguments
X

data matrix

n.comp

number of components to be extracted

tol

a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged.

fun

the functional form of the $G$ function used in the approximation to negentropy.

alpha

constant in range [1,2] used in approximation to negentropy when fun == "logcosh"

maxit

maximum number of iterations to perform

verbose

a logical value indicating the level of output as the algorithm runs.

w.init

Initial value of un-mixing matrix.

Details

See the help on fastICA for details.

Value

The estimated un-mixing matrix W.

fastICA, ica.R.par