fastICA: ica.R.par – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

ica.R.par

R code for FastICA using a parallel scheme

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

ica.R.par(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