BSSasymp: Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates

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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.

Author
Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Date of publication
2016-02-11 16:43:04
Maintainer
Jari Miettinen <jari.p.miettinen@jyu.fi>
License
GPL (>= 2)
Version
1.1-2

View on CRAN

Man pages

alphas
Asymptotic variances of the deflation-based FastICA estimate
ASCOV_FastICAdefl
Asymptotic covariance matrices of different deflation-based...
ASCOV_FastICAdefl_est
Asymptotic covariance matrices of deflation-based FastICA...
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...
ASCOV_SOBI_est
Asymptotic covariance matrix of symmetric and deflation-based...
aSOBI
Alternative SOBI estimators
BSSasymp-package
Asymptotic Covariance Matrices of Some BSS Mixing and...
CRB
Cramer-Rao bound for the unmixing matrix estimate in the...
eSOBI
The efficient SOBI estimator
eSOBI_lags
The default set of lag sets for the efficient SOBI estimator

Files in this package

BSSasymp
BSSasymp/inst
BSSasymp/inst/ChangeLog
BSSasymp/src
BSSasymp/src/SOBIasc.cpp
BSSasymp/NAMESPACE
BSSasymp/R
BSSasymp/R/internals.R
BSSasymp/R/JADE_ascov.R
BSSasymp/R/SOBI_ascov.R
BSSasymp/R/FOBI_ascov.R
BSSasymp/R/SOBIdefl_ascov.R
BSSasymp/R/aSOBI.R
BSSasymp/R/eSOBI_lags.R
BSSasymp/R/FastICA_ascov2.R
BSSasymp/R/FastICA_ascov.R
BSSasymp/R/eSOBI.R
BSSasymp/R/CRB.R
BSSasymp/MD5
BSSasymp/DESCRIPTION
BSSasymp/man
BSSasymp/man/ASCOV_FastICAdefl_est.Rd
BSSasymp/man/eSOBI_lags.Rd
BSSasymp/man/ASCOV_JADE.Rd
BSSasymp/man/ASCOV_JADE_est.Rd
BSSasymp/man/eSOBI.Rd
BSSasymp/man/ASCOV_SOBI_est.Rd
BSSasymp/man/CRB.Rd
BSSasymp/man/ASCOV_FastICAsym_est.Rd
BSSasymp/man/BSSasymp-package.Rd
BSSasymp/man/alphas.Rd
BSSasymp/man/aSOBI.Rd
BSSasymp/man/ASCOV_SOBI.Rd
BSSasymp/man/ASCOV_FastICAdefl.Rd
BSSasymp/man/ASCOV_FastICAsym.Rd