[R] Is it possible to separate two independent components from arandom variable?
th50 at leicester.ac.uk
Fri Aug 15 18:55:43 CEST 2003
If x1 and x2 are *not* normally distributed, you can use
independent component analysis (ICA) which is based on the
idea that x will be "more normal" than either x1 and x2
following the central limit theorem. See package(fastICA)
by JL Marchini, C Heaton, and BD Ripley for details.
> -----Original Message-----
> From: Feng Zhang [mailto:f0z6305 at labs.tamu.edu]
> Sent: 15 August 2003 17:34
> To: R-Help
> Subject: [R] Is it possible to separate two independent
> components from
> arandom variable?
> Hey, R-listers,
> Given the observed N random scalar variable x, with
> zero mean and unit variance, can we separate the
> two independent component x1 and x2 such that
> x = x1 + x2 (x1 and x2 are assumed to be zero mean)?
> Maybe there is no way to figure it out, and just
> wanna get some help and try it.
> R-help at stat.math.ethz.ch mailing list
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