README.md

In zejin/MDMICA: Independent Component Analysis via Mutual Dependence Measures

MDMICA

Overview

MDMICA provides independent component analysis methods based on mutual dependence measures.

The two main parts are: - applying mutual dependence measures - initializing local optimization methods

Applying mutual dependence measures

The mutual dependence measures include: - distance-based energy statistics - asymmetric measure based on distance covariance - symmectric measure based on distance covariance - simplified complete measure based on incomplete V-statistics - kernel-based maximum mean discrepancies - d-variable Hilbert−Schmidt independence criterion based on Hilbert−Schmidt independence criterion

Initializing local optimization methods

The initialization methods include: - Latin hypercube sampling - Bayesian optimization

Installation

# Install the released version from CRAN
install.packages("MDMICA")

# Or the development version from GitHub:
# install.packages("MDMICA")
devtools::install_github("zejin/MDMICA")

zejin/MDMICA documentation built on May 14, 2019, 10:36 p.m.