dica: Distributional ICA

Description Usage Arguments Value

View source: R/dica_2stage.R

Description

Distributional independent component ICA with two-stage estimation. At stage one, a mixture model (Gaussian or Wishart) is estimated by EM algorithm. At stage two, the posterior weights (after a transformation with the multinomial logit link function) are decomposed with Infomax ICA.

Usage

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dica(
  Y,
  K = 6,
  L = 3,
  Rmat = diag(L),
  tol = 1e-05,
  itr.max = 1000,
  log = FALSE,
  verbose = TRUE
)

Arguments

Y

A numeric matrix or a list. If a matrix, a mixture of Gaussian model is to be fitted at stage one, and rows correspond to observations (n) and columns correspond to the dimension (d). If a list, a mixture of Wishart model is to be fitted at stage one. Each item of the list is a d*d positive definite matrix, corresponding to a observation.

K

The number of components at stage one.

L

The number of components at stage two, should be no larger than K.

Rmat

Initial estimate of the L*L orthogonal rotation matrix at stage two.

tol

Relative convergence tolerance for the log-likelihood.

itr.max

Maximum number of algorithm iterations.

log

if TRUE, the posterior probabilities at stage one are calculated on the log scale.

verbose

If TRUE, print progress of algorithm to console.

Value

A list includes


Emory-CBIS/DICA documentation built on Oct. 2, 2021, 11:01 a.m.