BSSasymp-package {BSSasymp}

Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates.

Description

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
Version:	1.2-3
Date:	2021-12-10
License:	GPL (>= 2)

Author(s)

Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen

Maintainer: Klaus Nordhausen <[e-mail]>

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>.