ICS

swMATH8593CRANICSMaRDI QIDQ20600

Tools for Exploring Multivariate Data via ICS/ICA

David E. Tyler, Aurore Archimbaud, Klaus Nordhausen, Hannu Oja, Andreas Alfons, Anne Ruiz-Gazen

Last update: 21 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3-1, 1.3-2, 1.0-0, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 1.2-4, 1.2-5, 1.3-0, 1.4-0, 1.4-1

Source code repository: https://github.com/cran/ICS

Description

Implementation of Tyler, Critchley, Duembgen and Oja's (JRSS B, 2009, <doi:10.1111/j.1467-9868.2009.00706.x>) and Oja, Sirkia and Eriksson's (AJS, 2006, <https://www.ajs.or.at/index.php/ajs/article/view/vol35,%20no2%263%20-%207>) method of two different scatter matrices to obtain an invariant coordinate system or independent components, depending on the underlying assumptions.

Cites work

• Invariant Co-Ordinate Selection

Related Items (23)

Numerical Considerations and a new implementation for invariant coordinate selection ⋮ The use of a common location measure in the invariant coordinate selection and projection pursuit ⋮ Independent component analysis for tensor-valued data ⋮ New algorithms for \(M\)-estimation of multivariate scatter and location ⋮ On robustifying some second order blind source separation methods for nonstationary time series ⋮ Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace ⋮ Computational statistics with R ⋮ Invariant Co-Ordinate Selection ⋮ REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit ⋮ Signed-rank tests for location in the symmetric independent component model ⋮ ICS for Multivariate Outlier Detection with Application to Quality Control ⋮ A power study of goodness-of-fit tests for multivariate normality implemented in R ⋮ ICSNP ⋮ MNM ⋮ ICSOutlier ⋮ ICSShiny ⋮ Asymptotic and bootstrap tests for subspace dimension ⋮ On the usage of joint diagonalization in multivariate statistics ⋮ ICtest ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes ⋮ ICSClust ⋮ Unnamed Item ⋮ Sub-dimensional Mardia measures of multivariate skewness and kurtosis

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