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ica.R.def

R code for FastICA using a deflation scheme


Description

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.

Usage

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

Arguments

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.

Details

See the help on fastICA for details.

Value

The estimated un-mixing matrix W.

Author(s)

J L Marchini and C Heaton

See Also


fastICA

FastICA Algorithms to Perform ICA and Projection Pursuit

v1.2-2
GPL-2 | GPL-3
Authors
J L Marchini, C Heaton and B D Ripley <ripley@stats.ox.ac.uk>
Initial release
2019-07-08

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