MDMICA provides independent component analysis methods based on mutual dependence measures.
The two main parts are:
- applying mutual dependence measures
- initializing local optimization methods
The mutual dependence measures include:
- distance-based energy statistics
- asymmetric measure based on distance covariance
- symmectric measure based on distance covariance
- simplified complete measure based on incomplete V-statistics
- kernel-based maximum mean discrepancies
- d-variable Hilbert−Schmidt independence criterion based on Hilbert−Schmidt independence criterion
The initialization methods include:
- Latin hypercube sampling
- Bayesian optimization
# Install the released version from CRAN
install.packages("MDMICA")
# Or the development version from GitHub:
# install.packages("MDMICA")
devtools::install_github("zejin/MDMICA")