BSSasymp-package {BSSasymp}R Documentation

Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates

Description

Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available.

Details

Package: BSSasymp
Type: Package
Title: Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates
Version: 1.2-4
Date: 2025-03-27
Authors@R: c(person(given = "Jari", family = "Miettinen", role = "aut", comment = c(ORCID = "0000-0002-3270-7014")), person(given = "Klaus", family = "Nordhausen", role = c("cre","aut"), email = "klausnordhausenr@gmail.com", comment = c(ORCID = "0000-0002-3758-8501")), person(given = "Hannu", family = "Oja", role = "aut", comment = c(ORCID = "0000-0002-4945-5976")), person(given = "Sara", family = "Taskinen", role = "aut", comment = c(ORCID = "0000-0001-9470-7258")))
Author: Jari Miettinen [aut] (<https://orcid.org/0000-0002-3270-7014>), Klaus Nordhausen [cre, aut] (<https://orcid.org/0000-0002-3758-8501>), Hannu Oja [aut] (<https://orcid.org/0000-0002-4945-5976>), Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>)
Maintainer: Klaus Nordhausen <klausnordhausenr@gmail.com>
Imports: fICA (>= 1.0-2), JADE
Description: Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available.
License: GPL (>= 2)
Archs: x64

Index of help topics:

ASCOV_FastICAdefl       Asymptotic covariance matrices of different
                        deflation-based FastICA estimates
ASCOV_FastICAdefl_est   Asymptotic covariance matrices of
                        deflation-based FastICA estimates
ASCOV_FastICAsym        Asymptotic covariance matrix of symmetric
                        FastICA estimates
ASCOV_FastICAsym_est    Asymptotic covariance matrix of symmetric
                        FastICA estimate
ASCOV_JADE              Asymptotic covariance matrix of JADE and FOBI
                        estimates
ASCOV_JADE_est          Asymptotic covariance matrix of JADE and FOBI
                        estimates
ASCOV_SOBI              Asymptotic covariance matrix of symmetric and
                        deflation-based SOBI estimates
ASCOV_SOBI_est          Asymptotic covariance matrix of symmetric and
                        deflation-based SOBI estimates
BSSasymp-package        Asymptotic Covariance Matrices of Some BSS
                        Mixing and Unmixing Matrix Estimates
CRB                     Cramer-Rao bound for the unmixing matrix
                        estimate in the independent component model.
aSOBI                   Alternative SOBI estimators
alphas                  Asymptotic variances of the deflation-based
                        FastICA estimate
eSOBI                   The efficient SOBI estimator
eSOBI_lags              The default set of lag sets for the efficient
                        SOBI estimator

Author(s)

Jari Miettinen [aut] (<https://orcid.org/0000-0002-3270-7014>), Klaus Nordhausen [cre, aut] (<https://orcid.org/0000-0002-3758-8501>), Hannu Oja [aut] (<https://orcid.org/0000-0002-4945-5976>), Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>)

Maintainer: Klaus Nordhausen <klausnordhausenr@gmail.com>

References

Miettinen, J., Nordhausen, K. and Taskinen, S. (2017), Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp, Journal of Statistical Software, 76, 1-31, <doi:10.18637/jss.v076.i02>.


[Package BSSasymp version 1.2-4 Index]