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
| Version: | 1.0 |
| Depends: | gam |
| Published: | 2010-05-01 |
| Author: | Trevor Hastie, Rob Tibshirani |
| Maintainer: | Trevor Hastie <hastie at stanford.edu> |
| License: | GPL-2 |
| URL: | http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf |
| NeedsCompilation: | no |
| CRAN checks: | ProDenICA results |
| Package source: | ProDenICA_1.0.tar.gz |
| MacOS X binary: | ProDenICA_1.0.tgz |
| Windows binary: | ProDenICA_1.0.zip |
| Reference manual: | ProDenICA.pdf |