Package: ICtest 0.3-6

Klaus Nordhausen

ICtest: Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction

For different linear dimension reduction methods like principal components analysis (PCA), independent components analysis (ICA) and supervised linear dimension reduction tests and estimates for the number of interesting components (ICs) are provided.

Authors:Klaus Nordhausen [aut, cre], Hannu Oja [aut], Katariina Perkonoja [aut], David E. Tyler [aut], Joni Virta [aut]

ICtest_0.3-6.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ICtest/json (API)

# Install 'ICtest' in R:
install.packages('ICtest', repos = c('https://klauschn.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/klauschn/ictest/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

6.41 score 4 packages 71 scripts 589 downloads 24 exports 57 dependencies

Last updated from:2fb1ff07d1. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK200
linux-devel-x86_64OK199
source / vignettesOK249
linux-release-arm64OK204
linux-release-x86_64OK154
macos-release-arm64OK268
macos-release-x86_64OK280
macos-oldrel-arm64OK223
macos-oldrel-x86_64OK415
windows-develOK166
windows-releaseOK168
windows-oldrelOK165
wasm-releaseOK167

Exports:covSIRFOBIasympFOBIbootFOBIladleggladleplotggscreeplotICSbootkSearchladleladleplotNGPPNGPPestNGPPsimPCAasympPCAaugPCAbootPCAladlePCAschottrMUrOMEGArorthSIRasympSIRbootSIRladle

Dependencies:cliclueclustercpp11crayonDBIdplyrfarverforcatsgenericsGGallyggplot2ggstatsgluegtablehmsICSICSNPisobandJADElabelinglatticelifecyclemagrittrMatrixminqamitoolsmvtnormnumDerivpatchworkpillarpkgconfigpngprettyunitsprogresspurrrR6RColorBrewerRcppRcppArmadilloRcppRollrlangS7scalesstringistringrsurveysurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrxtszoo

Testing for the number of interesting components in ICA
Fourth order blind identification | Asymptotic tests for a specific value of $k$ | Bootstrapping tests for a specific value of $k$ | Non-Gaussian projection pursuit | Estimating the signal components | Testing for a specific value of $k$ | Estimation of the true dimension
Rendered fromICA.Rmdusingknitr::rmarkdown

Last update: 2025-03-28
Started: 2025-03-28

Testing for the number of interesting components in PCA
Principal component analysis | Asymptotic test a specific value of $k$ | Bootstrapping test a specific value of $k$
Rendered fromPCA.Rmdusingknitr::rmarkdown

Last update: 2025-03-28
Started: 2025-03-28

Testing for the number of interesting components in SIR
Sliced inverse regression | Asymptotic test a specific value of $k$ | Bootstrapping test a specific value of $k$ | Example
Rendered fromSIR.Rmdusingknitr::rmarkdown

Last update: 2025-03-28
Started: 2025-03-28

Readme and manuals

Help Manual

Help pageTopics
Generic Components Extraction Functioncomponents.ictest components.ladle
Supervised Scatter Matrix as Used in Sliced Inverse RegressioncovSIR
Testing for the Number of Gaussian Components in NGCA or ICA Using FOBIFOBIasymp
Boostrap-based Testing for the Number of Gaussian Components in ICA Using FOBIFOBIboot
Ladle Estimate to Estimate the Number of Gaussian Components in ICA or NGCAFOBIladle
Ladle Plot for an Object of Class ladle Using ggplot2ggladleplot
Scatterplot Matrix for a ictest Object using ggplot2ggplot.ictest
Scatterplot Matrix for a ladle Object using ggplot2ggplot.ladle
ggplot2-style screeplotggscreeplot
Screeplot for an ictest Object Using ggplot2ggscreeplot.ictest
Boostrap-based Testing for the Number of Gaussian Components in NGCA Using Two Scatter MatricesICSboot
Relevant Component Estimation via Iterative SearchkSearch
Ladle estimate for an arbitrary matrixladle
Ladle Plot for an Object of Class ladleladleplot
Non-Gaussian Projection PursuitNGPP
Signal Subspace Dimension Testing Using non-Gaussian Projection PursuitNGPPest
Signal Subspace Dimension Testing Using non-Gaussian Projection PursuitNGPPsim
Testing for Subsphericity using the Covariance Matrix or Tyler's Shape MatrixPCAasymp
Augmentation Estimate for PCAPCAaug
Bootstrap-Based Testing for SubsphericityPCAboot
Ladle Estimate for PCAPCAladle
Testing for Subsphericity using the Schott's testPCAschott
Scatterplot Matrix for a ictest Objectplot.ictest
Plotting an Object of Class ladleplot.ladle
Printing an Object of Class kSearchprint.kSearch
Printing an Object of Class ladleprint.ladle
Greek Letter mu Shaped Bivariate Data GenerationrMU
Greek Letter Omega Shaped Bivariate Data GenerationrOMEGA
Random Orthogonal Matrix Creation Uniform WRT the Haar Measure.rorth
Screeplot for an ictest Objectscreeplot.ictest
Testing the Subspace Dimension for Sliced Inverse Regression.SIRasymp
Testing the Subspace Dimension for Sliced Inverse Regression Using Bootstrapping.SIRboot
Ladle Estimate for SIRSIRladle
Summarizing an Object of Class kSearchsummary.kSearch
Summarizing an Object of Class ladlesummary.ladle