Generate source densities for ICA

Description

Functions for generating the source densities used in Bach and Jordan (2002), and reused in Hastie and Tibshirani (2003)

Usage

rjordan(letter, n, ...)
djordan(letter, x, ...)

Arguments

Details

This function produces the example densities used in Bach and Jordan (2002), and copied by Hastie and Tibshirani (2003). They include the 't', uniform, mixtures of exponentials and many mixtures of gaussian densities. Each are standardized to have mean zero and variance 1.

Value

Either a vector of density values the length of x for djordan, or a vector of n draws for rjordan

Author(s)

Trevor Hastie

References

Bach, F. and Jordan, M. (2002). Kernel independent component analysis, Journal of Machine Learning Research 3: 1-48
Hastie, T. and Tibshirani, R. (2003) Independent Component Analysis through Product Density Estimation in Advances in Neural Information Processing Systems 15 (Becker, S. and Obermayer, K., eds), MIT Press, Cambridge, MA. pp 649-656
Hastie, T., Tibshirani, R. and Friedman, J. (2009) Elements of Statistical Learning (2nd edition), Springer.
http://www-stat.stanford.edu/~hastie/Papers/ESLII.pdf

See Also

ProDenICA

Examples

dist="n" 
N=1024
s<-scale(cbind(rjordan(dist,N),rjordan(dist,N)))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ProDenICA)
Loading required package: gam
Loading required package: splines
Loading required package: foreach
Loaded gam 1.12

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ProDenICA/rjordan.Rd_%03d_medium.png", width=480, height=480)
> ### Name: rjordan
> ### Title: Generate source densities for ICA
> ### Aliases: rjordan djordan
> ### Keywords: distribution
> 
> ### ** Examples
> 
> dist="n" 
> N=1024
> s<-scale(cbind(rjordan(dist,N),rjordan(dist,N)))
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>