Tools for Exploring Multivariate Data: The Package ICS

نویسندگان

  • Klaus Nordhausen
  • Hannu Oja
  • David E. Tyler
چکیده

This introduction to the R package ICS is a (slightly) modified version of Nordhausen, Oja, and Tyler (2008c), published in the Journal of Statistical Software. Invariant coordinate selection (ICS) has recently been introduced as a method for exploring multivariate data. It includes as a special case a method for recovering the unmixing matrix in independent components analysis (ICA). It also serves as a basis for classes of multivariate nonparametric tests, and as a tool in cluster analysis or blind discrimination. The aim of this paper is to briefly explain the (ICS) method and to illustrate how various applications can be implemented using the R package ICS. Several examples are used to show how the ICS method and ICS package can be used in analyzing a multivariate data set.

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تاریخ انتشار 2009