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.
| Package: | BSSasymp |
| Type: | Package |
| Version: | 1.2-3 |
| Date: | 2021-12-10 |
| License: | GPL (>= 2) |
Miettinen, J., Nordhausen, K. and Taskinen, S. (2017), Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp, Journal of Statistical Software, 76, 1-31, <doi:10.18637/jss.v076.i02>.