## 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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top 5

### Referenced by 14 Authors

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top 5

### Referenced in 6 Serials

1 | The Annals of Statistics |

1 | Biometrics |

1 | Journal of the American Statistical Association |

1 | Statistical Analysis and Data Mining |

1 | The Annals of Applied Statistics |

1 | Springer Series in Statistics |

### Referenced in 2 Fields

6 | Statistics (62-XX) |

2 | Computer science (68-XX) |