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ProDenICA

swMATH ID: 11357
Software Authors: Trevor Hastie, Rob Tibshirani
Description: R package ProDenICA: 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
Homepage: http://cran.r-project.org/web/packages/ProDenICA/index.html
Dependencies: R
Related Software: JADE; fastICA; R; BSSasymp; tuneR; Rcpp; fICA; MTS; CRAN Task Views; imputeTS; UCI-ml; zoo; RcppArmadillo; ICtest; forecast; boot; rmgarch; gogarch; tensorBSS; ICS
Referenced in: 6 Publications

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