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BSSasymp (version 1.2-3)

Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates

Description

Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available.

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Version

Install

install.packages('BSSasymp')

Monthly Downloads

408

Version

1.2-3

License

GPL (>= 2)

Maintainer

Klaus Nordhausen

Last Published

December 10th, 2021

Functions in BSSasymp (1.2-3)

Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates

ASCOV_FastICAsym_est

Asymptotic covariance matrix of symmetric FastICA estimate

Cramer-Rao bound for the unmixing matrix estimate in the independent component model.

ASCOV_FastICAdefl

Asymptotic covariance matrices of different deflation-based FastICA estimates

ASCOV_FastICAdefl_est

Asymptotic covariance matrices of deflation-based FastICA estimates

BSSasymp-package

Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates.

ASCOV_FastICAsym

Asymptotic covariance matrix of symmetric FastICA estimates

Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates

The default set of lag sets for the efficient SOBI estimator

The efficient SOBI estimator

Asymptotic covariance matrix of JADE and FOBI estimates

Asymptotic covariance matrix of JADE and FOBI estimates

Alternative SOBI estimators

Asymptotic variances of the deflation-based FastICA estimate