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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)

ASCOV_SOBI

Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates
ASCOV_FastICAsym_est

Asymptotic covariance matrix of symmetric FastICA estimate
CRB

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
ASCOV_SOBI_est

Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates
eSOBI_lags

The default set of lag sets for the efficient SOBI estimator
eSOBI

The efficient SOBI estimator
ASCOV_JADE

Asymptotic covariance matrix of JADE and FOBI estimates
ASCOV_JADE_est

Asymptotic covariance matrix of JADE and FOBI estimates
aSOBI

Alternative SOBI estimators
alphas

Asymptotic variances of the deflation-based FastICA estimate