swMATH ID: 35833
Software Authors: Benjamin B. Risk; Nicholas A. James; David S. Matteson
Description: R package steadyICA: 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.
Homepage: https://cran.r-project.org/web/packages/steadyICA/index.html
Source Code:  https://github.com/cran/steadyICA
Dependencies: R
Related Software: copula; R; strucchange; DEoptim; ICtest; normtest; ggfortify; ggplot2; RcppArmadillo; Rcpp; VARsignR; MTS; tsDyn; vars; svars; CRAN; MNM; SpatialNP; energy; copula
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