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Package smile.projection.ica

The contrast functions in FastICA.

See: Description

Package smile.projection.ica Description

The contrast functions in FastICA. Using maximum entropy approximations of differential entropy, FastICA introduce a family of new contrast (objective) functions for ICA. These contrast functions enable both the estimation of the whole decomposition by minimizing mutual information, and estimation of individual independent components as projection pursuit directions.

The contrast functions must be a non-quadratic non-linear function that has second-order derivative.

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