Testing the Validity of the Independent Component Model Assumption

Description: Provides affine-invariant, distribution-free tests of multivariate independence, applied either directly to observed data or to estimated independent components. In the latter case, the procedures can be used to assess the validity of independent component models. The tests are based on L2-type distances between characteristic functions, with inference carried out using permutation or bootstrap resampling schemes. The methods are described in Hallin et al. (2024) .


Reference manual

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install.packages("TICM")

1.0-0 by Klaus Nordhausen, 8 months ago


Browse source code at https://github.com/cran/TICM


Authors: Klaus Nordhausen [aut, cre] (ORCID: , Marc Hallin [aut] , Simos Meintanis [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, stats, parallel

Depends on fICA, JADE, graphics

Linking to Rcpp, RcppArmadillo


See at CRAN