Independent component analysis using score functions from the Pearson system

The Pearson-ICA algorithm is a mutual information-based method for blind separation of statistically independent source signals. It has been shown that the minimization of mutual information leads to iterative use of score functions, i.e. derivatives of log densities. The Pearson system allows adaptive modeling of score functions. The flexibility of the Pearson system makes it possible to model a wide range of source distributions including asymmetric distributions. The algorithm is designed especially for problems with asymmetric sources but it works for symmetric sources as well.


Reference manual

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1.2-4 by Juha Karvanen, 12 years ago

Browse source code at

Authors: Juha Karvanen

Documentation:   PDF Manual  

Task views: Multivariate Statistics

GPL-2 license

See at CRAN