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

AuthorTrevor Hastie, Rob Tibshirani
Date of publication2010-05-01 17:45:37
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.0
http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.