BSSasymp-package {BSSasymp} | R Documentation |
Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates
Description
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.
Details
Package: | BSSasymp |
Type: | Package |
Title: | Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates |
Version: | 1.2-4 |
Date: | 2025-03-27 |
Authors@R: | c(person(given = "Jari", family = "Miettinen", role = "aut", comment = c(ORCID = "0000-0002-3270-7014")), person(given = "Klaus", family = "Nordhausen", role = c("cre","aut"), email = "klausnordhausenr@gmail.com", comment = c(ORCID = "0000-0002-3758-8501")), person(given = "Hannu", family = "Oja", role = "aut", comment = c(ORCID = "0000-0002-4945-5976")), person(given = "Sara", family = "Taskinen", role = "aut", comment = c(ORCID = "0000-0001-9470-7258"))) |
Author: | Jari Miettinen [aut] (<https://orcid.org/0000-0002-3270-7014>), Klaus Nordhausen [cre, aut] (<https://orcid.org/0000-0002-3758-8501>), Hannu Oja [aut] (<https://orcid.org/0000-0002-4945-5976>), Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>) |
Maintainer: | Klaus Nordhausen <klausnordhausenr@gmail.com> |
Imports: | fICA (>= 1.0-2), JADE |
Description: | 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. |
License: | GPL (>= 2) |
Archs: | x64 |
Index of help topics:
ASCOV_FastICAdefl Asymptotic covariance matrices of different deflation-based FastICA estimates ASCOV_FastICAdefl_est Asymptotic covariance matrices of deflation-based FastICA estimates ASCOV_FastICAsym Asymptotic covariance matrix of symmetric FastICA estimates ASCOV_FastICAsym_est Asymptotic covariance matrix of symmetric FastICA estimate ASCOV_JADE Asymptotic covariance matrix of JADE and FOBI estimates ASCOV_JADE_est Asymptotic covariance matrix of JADE and FOBI estimates ASCOV_SOBI Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates ASCOV_SOBI_est Asymptotic covariance matrix of symmetric and deflation-based SOBI estimates BSSasymp-package Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates CRB Cramer-Rao bound for the unmixing matrix estimate in the independent component model. aSOBI Alternative SOBI estimators alphas Asymptotic variances of the deflation-based FastICA estimate eSOBI The efficient SOBI estimator eSOBI_lags The default set of lag sets for the efficient SOBI estimator
Author(s)
Jari Miettinen [aut] (<https://orcid.org/0000-0002-3270-7014>), Klaus Nordhausen [cre, aut] (<https://orcid.org/0000-0002-3758-8501>), Hannu Oja [aut] (<https://orcid.org/0000-0002-4945-5976>), Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>)
Maintainer: Klaus Nordhausen <klausnordhausenr@gmail.com>
References
Miettinen, J., Nordhausen, K. and Taskinen, S. (2017), Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp, Journal of Statistical Software, 76, 1-31, <doi:10.18637/jss.v076.i02>.