Invariant coordinate selection for multivariate data analysis - the package ICS
نویسندگان
چکیده
Invariant coordinate selection (ICS ) has recently been introduced by Tyler et al. (2008) as a method for exploring multivariate data. It includes as shown in Oja et al. (2006) 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. 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. KeywordsIndependent components analysis, invariant coordinate selection, transformation-retransformation method. ReferencesH. Oja, S. Sirkiä, and J. Eriksson (2006). Scatter matrices and independentcomponent analysis. Austrian Journal of Statistics, 35, 175-189.D. E. Tyler, F. Critchley, L. Dümbgen, and H. Oja (2008). Exploring mul-tivariate data via multiple scatter matrices. Submitted.
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Tools for Exploring Multivariate Data: The Package ICS
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