ProDenICA (1.0)

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Product Density Estimation for ICA using tilted Gaussian density estimates.

http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf
http://cran.r-project.org/web/packages/ProDenICA

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

Maintainer: Trevor Hastie
Author(s): Trevor Hastie, Rob Tibshirani

License: GPL-2

Uses: gam

Released about 3 years ago.

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