ICS: Tools for Exploring Multivariate Data via ICS/ICA. The package implements Tyler et al.’s and Oja et al.’s method of two different scatter matrices to obtain an invariant coordinate system or independent components, depending on the underlying assumptions.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Dümbgen, Lutz; Nordhausen, Klaus; Schuhmacher, Heike: New algorithms for $M$-estimation of multivariate scatter and location (2016)
- Nordhausen, Klaus: On robustifying some second order blind source separation methods for nonstationary time series (2014)
- Rao, Marepalli B. (ed.); Rao, C. R. (ed.): Computational statistics with R (2014)
- Nordhausen, Klaus; Oja, Hannu; Paindaveine, Davy: Signed-rank tests for location in the symmetric independent component model (2009)