ICS-package               package:ICS               R Documentation

_F_u_n_c_t_i_o_n_s _a_n_d _T_o_o_l_s _f_o_r _t_h_e _T_w_o _S_c_a_t_t_e_r _M_a_t_r_i_x _I_C_S _T_r_a_n_s_f_o_r_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This package implements the 2 scatter matrix transformation to
     obtain an invariant coordinate sytem or independent components,
     depending on the underlying assumptions.  The result of the
     transformation is an object of the S4 class 'ics' which is
     provided by this package. Besides generic functions to create and
     work with an 'ics' object the package contains also some scatter
     matrices.

_D_e_t_a_i_l_s:


       Package:  ICS
       Type:     Package
       Version:  1.0-0
       Date:     2007-05-04
       License:  GPL 2.0 or higher

     Some multivariate test and estimates are not affine equivariant by
     nature. A possible remedy for the lack of that property is to
     transform the data points to an invariant coordinate system,
     construct tests and estimates from the transformed data, and if
     needed, retransform the estimates back. The use of two different
     scatter matrices to obtain invariant coordinates is implemeted in
     this package by the function 'ics'. For an invariant coordinate
     selection no  assumptions are made about the data or the scatter
     matrices and it can be seen as a data transformation method. If
     the data comes, however, from a so called independent component
     model  the 'ics' function can recover the independent components
     and estimate the mixing matrix by the method of the two different
     scatter matrices under general assumptions.  Besides the function
     'ics', which creates an S4 object of class 'ics', provides this
     package tools to work with objects of that class and some scatter
     matrices which can be used in the 'ics' function. Furthermore are
     there also two tests for multinormality.

_A_u_t_h_o_r(_s):

     Klaus Nordhausen, Hannu Oja and Dave Tyler

     Maintainer:  Klaus Nordhausen, klaus.nordhausen@uta.fi

