extract_hica:
Extraction of score and loading matrices.
Description
This function extracts the score matrix and the loading matrix given the dimension of the subspace considered and the level of the tree chosen. Furthermore it provides the cumulant energies for the subspace extracted.
loading matrix. Each column represents a basis element.
cum.energy
cumulant energy for the subspace extracted.
References
P. Secchi, S. Vantini, and P. Zanini (2014). Hierarchical Independent Component Analysis: a multi-resolution non-orthogonal data-driven basis. MOX-report 01/2014, Politecnico di Milano.