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.

Last updated 3 years ago

4.36 score 4 packages 64 scripts 299 downloads

SpatialNP - Multivariate Nonparametric Methods Based on Spatial Signs and Ranks

Test and estimates of location, tests of independence, tests of sphericity and several estimates of shape all based on spatial signs, symmetrized signs, ranks and signed ranks. For details, see Oja and Randles (2004) <doi:10.1214/088342304000000558> and Oja (2010) <doi:10.1007/978-1-4419-0468-3>.

Last updated 3 years ago

2.26 score 6 packages 10 scripts 314 downloads

fICA - Classical, Reloaded and Adaptive FastICA Algorithms

Algorithms for classical symmetric and deflation-based FastICA, reloaded deflation-based FastICA algorithm and an algorithm for adaptive deflation-based FastICA using multiple nonlinearities. For details, see Miettinen et al. (2014) <doi:10.1109/TSP.2014.2356442> and Miettinen et al. (2017) <doi:10.1016/j.sigpro.2016.08.028>. The package is described in Miettinen, Nordhausen and Taskinen (2018) <doi:10.32614/RJ-2018-046>.

Last updated 3 years ago

1.78 score 2 packages 6 scripts 275 downloads

BSSasymp - Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates

Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available.

Last updated 3 years ago

1.36 score 23 scripts 301 downloads

ICSShiny - ICS via a Shiny Application

Performs Invariant Coordinate Selection (ICS) (Tyler, Critchley, Duembgen and Oja (2009) <doi:10.1111/j.1467-9868.2009.00706.x>) and especially ICS for multivariate outlier detection with application to quality control (Archimbaud, Nordhausen, Ruiz-Gazen (2016) <arXiv:1612.06118>) using a shiny app.

Last updated 7 years ago

1.04 score 11 scripts 153 downloads

fastM - Fast Computation of Multivariate M-Estimators

Implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators. The algorithm is described in Duembgen, Nordhausen and Schuhmacher (2016) <doi:10.1016/j.jmva.2015.11.009>.

Last updated 7 years ago

1.00 score 5 scripts 155 downloads