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.


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Reference manual

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install.packages("steadyICA")

1.0 by Benjamin Risk, 3 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