Product Density Estimation for ICA using tilted Gaussian density estimates

A direct and flexible method for estimating an ICA model. This approach estimates the densities for each component directly via a tilted gaussian. The tilt functions are estimated via a GAM poisson model. Details can be found in "Elements of Statistical Learning (2nd Edition)" Section 14.7.4


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install.packages("ProDenICA")

1.0 by Trevor Hastie, 11 years ago


http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf


Browse source code at https://github.com/cran/ProDenICA


Authors: Trevor Hastie , Rob Tibshirani


Documentation:   PDF Manual  


GPL-2 license


Depends on gam


Suggested by steadyICA.


See at CRAN