ProDenICA

Product Density Estimation for ICA using Tilted Gaussian Density Estimates

CRAN Package

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)" in Section 14.7.4.

  • Version1.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release02/21/2022

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