BSSasymp-package: Asymptotic Covariance Matrices of Some BSS Mixing and...

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

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

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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 <[e-mail]>

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>.

BSSasymp documentation built on April 3, 2025, 11:08 p.m.