BSSasymp: Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates
Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen · 2013
Functions to compute the asymptotic covariance matrices of mixing and unmixing matrix estimates of the following blind source separation (BSS) methods: symmetric and squared symmetric FastICA, regular and adaptive deflation-based FastICA, FOBI, JADE, AMUSE and deflation-based and symmetric SOBI. Also functions to estimate these covariances based on data are available.