ProDenICA: Product Density Estimation for ICA using Tilted Gaussian Density Estimates

A direct and flexible method for estimating an ICA model. This approach estimates the densities for each component directly via a tilted Gaussian. The tilt functions are estimated via a GAM Poisson model. Details can be found in "Elements of Statistical Learning (2nd Edition)" in Section 14.7.4.

Getting started

Package details

AuthorTrevor Hastie, Rob Tibshirani
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.1
URL https://hastie.su.domains/ElemStatLearn/printings/ESLII_print12_toc.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ProDenICA")

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ProDenICA documentation built on March 18, 2022, 6:28 p.m.