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||2017-01-09 10:00:30|
|Maintainer||Jari Miettinen <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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