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Run the Rust implementation of fast ICA.

rs_fast_ica.Rd

[Experimental] This function serves as a wrapper over the fast ICA implementations in Rust. It assumes a whitened matrix and also an initialised w_init.

Usage

rs_fast_ica(whiten, w_init, ica_type, ica_params)

Arguments

whiten

Numerical matrix. The whitened matrix.

w_init

Numerical matrix. The initial unmixing matrix. ncols need to be equal to nrows of whiten.

ica_type

String. One of c("logcosh", "exp"). Any other string defaults to "logcosh".

ica_params

A list containing:

  • maxit - Integer. Maximum number of iterations for ICA.

  • alpha - Float. The alpha parameter for the logcosh version of ICA. Should be between 1 to 2.

  • max_tol - Maximum tolerance of the algorithm

  • verbose - Verbosity of the function, i.e., shall individual iters be shown.

If the list is empty or the expected elements are not found, default values are used.

Value

A list with the following items:

  • mixing - The mixing matrix for subsequent usage.

  • converged - Boolean. Did the best tolerance reached fall below max_tol.