ICA and Tests of Independence via Multivariate Distance
Covariance
Description
Functions related to multivariate measures of independence and ICA:
-estimate independent components by minimizing distance covariance;
-conduct a test of mutual independence based on distance covariance;
-estimate independent components via infomax (a popular method but generally performs poorer than mdcovica, ProDenICA, and/or fastICA, but is useful for comparisons);
-order indepedent components by skewness;
-match independent components from multiple estimates;
-other functions useful in ICA.
