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ProDenICA (version 1.1)

Product Density Estimation for ICA using Tilted Gaussian Density Estimates

Description

A direct and flexible method for estimating an ICA model. This approach estimates the densities for each component directly via a tilted Gaussian. The tilt functions are estimated via a GAM Poisson model. Details can be found in "Elements of Statistical Learning (2nd Edition)" in Section 14.7.4.

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Version

Install

install.packages('ProDenICA')

Monthly Downloads

164

Version

1.1

License

GPL-2

Maintainer

Trevor Hastie

Last Published

February 21st, 2022

Functions in ProDenICA (1.1)

GPois

Fit a tilted Gaussian density via a Poisson GAM
G1

FastICA contrast functions.
ICAorthW

turn a matrix W into an orthogonal matrix
ProDenICA-internal

Internal ProDenICA functions
ProDenICA

Product Density Independent Component Analysis
amari

Compute the 'Amari' distance between two matrices
mixmat

Generate a random mixing matrix with condition number between 1 and 2
rjordan

Generate source densities for ICA