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.
ica.R.def(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)
number of components to be extracted
a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged.
the functional form of the \(G\) function used in the approximation to negentropy.
constant in range [1,2] used in approximation to negentropy when
fun == "logcosh"
maximum number of iterations to perform
a logical value indicating the level of output as the algorithm runs.
Initial value of un-mixing matrix.
See the help on
fastICA for details.
The estimated un-mixing matrix W.