fastICA: ica.R.def – R documentation

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ica.R.def

R code for FastICA using a deflation scheme

R code for FastICA using a deflation scheme in which the components are estimated one by one. This function is called by the fastICA function.

ica.R.def(X, n.comp, tol, fun, alpha, maxit, verbose, w.init)

`X`	data matrix
`n.comp`	number of components to be extracted
`tol`	a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged.
`fun`	the functional form of the G function used in the approximation to negentropy.
`alpha`	constant in range [1,2] used in approximation to negentropy when `fun == "logcosh"`
`maxit`	maximum number of iterations to perform
`verbose`	a logical value indicating the level of output as the algorithm runs.
`w.init`	Initial value of un-mixing matrix.

See the help on fastICA for details.

The estimated un-mixing matrix W.

J L Marchini and C Heaton