BSSasymp: 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) <doi:10.1214/15-STS520>, Miettinen et al. (2016) <doi:10.1111/jtsa.12159>, Miettinen et al. (2017) <doi:10.1016/j.sigpro.2016.08.028>, Miettinen et al. (2017) <doi:10.18637/jss.v076.i02>, and references therein.

Package details

AuthorJari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
MaintainerJari Miettinen <[email protected]>
LicenseGPL (>= 2)
Version1.2-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BSSasymp")

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BSSasymp documentation built on Sept. 12, 2017, 5:03 p.m.