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ICS (version 1.4-1)

Tools for Exploring Multivariate Data via ICS/ICA

Description

Implementation of Tyler, Critchley, Duembgen and Oja's (JRSS B, 2009, ) and Oja, Sirkia and Eriksson's (AJS, 2006, ) method of two different scatter matrices to obtain an invariant coordinate system or independent components, depending on the underlying assumptions.

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Version

Install

install.packages('ICS')

Monthly Downloads

3,191

Version

1.4-1

License

GPL (>= 2)

Maintainer

Klaus Nordhausen

Last Published

September 21st, 2023

Functions in ICS (1.4-1)

ICS-package

tools:::Rd_package_title("ICS")
covW

One-step M-estimator
fitted.ics

Fitted Values of an ICS Object
gen_kurtosis

To extract the Generalized Kurtosis Values of the ICS Transformation
fitted.ICS-S3

Fitted Values of the ICS Transformation
ics.components

Extracting ICS Components
covOrigin

Covariance Matrix with Respect to the Origin
covAxis

One step Tyler Shape Matrix
ics2-class

Class ICS2
ics-class

Class ICS
ics

Two Scatter Matrices ICS Transformation
plot.ics

Scatterplot for a ICS Object
print.ICS-S3

Basic information of ICS Object
plot.ICS-S3

Scatterplot Matrix of Component Scores from the ICS Transformation
mvnorm.kur.test

Test of Multivariate Normality Based on Kurtosis
mvnorm.skew.test

Test of Multivariate Normality Based on Skewness
print.ics

Basic information of ICS Object
ics2

Two Scatter Matrices ICS Transformation Augmented by Two Location Estimates
print.ics2

Basic information of ICS2 Object
summary.ICS-S3

To summarize an ICS object
mean3

Location Estimate based on Third Moments
summary.ics2

To summarize an ICS2 object
summary.ics

To summarize an ICS object
tM

Joint M-estimation of Location and Scatter for a Multivariate t-distribution
scovq

Supervised scatter matrix based on quantiles
screeplot.ICS-S3

Screeplot for an ICS Object
screeplot.ics

Screeplot for an ICS Object
Mean3Cov4

Location Vector Based on 3rd Moments and Scatter Matrix Based on 4th Moments
MeanCov

Mean Vector and Covariance Matrix
ICS-S3

Two Scatter Matrices ICS Transformation
ICS_scatter

Location and Scatter Estimates for ICS
components

To extract the Component Scores of the ICS Transformation
cov4.wt

Weighted Scatter Matrix based on Fourth Moments
coef.ICS-S3

To extract the Coefficient Matrix of the ICS Transformation
cov4

Scatter Matrix based on Fourth Moments
coef.ics

To extract the Unmixing Matrix