ICA and Tests of Independence via Multivariate Distance Covariance

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.


Reference manual

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1.0 by Benjamin Risk, 6 years ago

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

Authors: Benjamin B. Risk and Nicholas A. James and David S. Matteson

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on Rcpp, MASS, clue, combinat

Suggests irlba, JADE, ProDenICA, fastICA, energy

Linking to Rcpp

Imported by svars.

See at CRAN