R package BSSasymp: Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates. 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.
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References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Virta, Joni; Li, Bing; Nordhausen, Klaus; Oja, Hannu: Independent component analysis for tensor-valued data (2017)
- Miettinen, Jari; Illner, Katrin; Nordhausen, Klaus; Oja, Hannu; Taskinen, Sara; Theis, Fabian J.: Separation of uncorrelated stationary time series using autocovariance matrices (2016)
- Taskinen, Sara; Miettinen, Jari; Nordhausen, Klaus: A more efficient second order blind identification method for separation of uncorrelated stationary time series (2016)