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)" Section 14.7.4

Getting started

Package details

AuthorTrevor Hastie, Rob Tibshirani
MaintainerTrevor Hastie <[email protected]>
Package repositoryView on CRAN
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ProDenICA documentation built on May 2, 2019, 5:15 a.m.