MDMICA provides independent component analysis methods based on mutual dependence measures.

The two main parts are:

• applying mutual dependence measures
• initializing local optimization methods

The mutual dependence measures include:

• distance-based energy statistics
  • asymmetric measure based on distance covariance
  • symmectric measure based on distance covariance
  • simplified complete measure based on incomplete V-statistics
• kernel-based maximum mean discrepancies
  • d-variable Hilbert−Schmidt independence criterion based on Hilbert−Schmidt independence criterion

The initialization methods include:

• Latin hypercube sampling
• Bayesian optimization

# Install the released version from CRAN
install.packages("MDMICA")

# Or the development version from GitHub:
# install.packages("MDMICA")
devtools::install_github("zejin/MDMICA")