Hanchao-Zhang/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
Browse package contents
Package details |
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| Author | Trevor Hastie, Rob Tibshirani |
| Maintainer | Trevor Hastie <hastie@stanford.edu> |
| License | GPL-2 |
| Version | 1.0 |
| URL | http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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