ICA的实现可以借助R包fastICA。其主要的函数是fastICA。具体参数如下:
?...S <- matrix(runif(10000), 5000, 2)
A <- matrix(c(1, 1, -1, 3), 2, 2, byrow= TRUE)
X <- S %*% A
a <- fastICA...x1 <- mvrnorm(n = 1000, mu = c(-1, 2),Sigma = matrix(c(10, 3, 3, 1), 2, 2))
X <- rbind(x, x1)
a <- fastICA