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TICM: Testing the Validity of the Independent Component Model Assumption
Description: Provides affine-invariant, distribution-free tests of multivariate independence, applied either directly to observed data or to estimated independent components. In the latter case, the procedures can be used to assess the validity of independent component models. The tests are based on L2-type distances between characteristic functions, with inference carried out using permutation or bootstrap resampling schemes. The methods are described in Hallin et al. (2024) <doi:10.48550/arXiv.2404.07632>.
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Package details |
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| Author | Klaus Nordhausen [aut, cre] (ORCID: <https://orcid.org/0000-0002-3758-8501>), Marc Hallin [aut] (ORCID: <https://orcid.org/0000-0002-6599-7409>), Simos Meintanis [aut] (ORCID: <https://orcid.org/0000-0003-4777-0486>) |
| Maintainer | Klaus Nordhausen <klausnordhausenR@gmail.com> |
| License | GPL (>= 3) |
| Version | 1.0-0 |
| Package repository | View on CRAN |
| Installation |
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