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, < https://www.ajs.or.at/index.php/ajs/article/view/vol35,%20no2%263%20-%207>) method of two different
scatter matrices to obtain an invariant coordinate system or independent
components, depending on the underlying assumptions.