R code for FastICA using a deflation scheme in which the components are estimated one by one. This function is called by the fastICA function.
ica.R.def(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)
The estimated un-mixing matrix W.
data matrix
number of components to be extracted
a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged.
the functional form of the \(G\) function used in the approximation to negentropy.
constant in range [1,2] used in approximation to
negentropy when fun == "logcosh"
maximum number of iterations to perform
a logical value indicating the level of output as the algorithm runs.
Initial value of un-mixing matrix.
J L Marchini and C Heaton
See the help on fastICA
for details.
fastICA
, ica.R.par