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. For details, see Miettinen et al. (2015) , Miettinen et al. (2016) , Miettinen et al. (2017) , Miettinen et al. (2017) , and references therein.


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1.2-1 by Jari Miettinen, 9 months ago

Browse source code at

Authors: Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen

Documentation:   PDF Manual  

GPL (>= 2) license

Imports fICA, JADE

Suggested by fICA.

See at CRAN