Tools for Exploring Multivariate Data via ICS/ICA

Implementation of Tyler, Critchley, Duembgen and Oja's (JRSS B, 2009, ) and Oja, Sirkia and Eriksson's (AJS, 2006, <,%20no2%263%20-%207>) method of two different scatter matrices to obtain an invariant coordinate system or independent components, depending on the underlying assumptions.


Reference manual

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1.3-1 by Klaus Nordhausen, 4 years ago

Browse source code at

Authors: Klaus Nordhausen , Hannu Oja , David E. Tyler

Documentation:   PDF Manual  

Task views: Multivariate Statistics

GPL (>= 2) license

Imports survey, graphics

Depends on methods, mvtnorm

Suggests pixmap, robustbase, MASS, ICSNP

Imported by MNM, composits.

Depended on by ICSNP, ICSOutlier, ICSShiny, ICtest, OjaNP.

Suggested by JADE, performance.

Enhanced by robustX.

See at CRAN