Testing the Validity of the Independent Component Model Assumption
Overview
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) doi:10.48550/arXiv.2404.07632.
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
Show 2 earlier changesHide 2 earlier changes
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 4includes a package overview page
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 75%
Downloads
Dependencies
Installing TICM adds 5 packages (5 with compiled code, 5.8 MB of source tarballs). Heaviest: JADE 2.3 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 1.0-0Latest2026-02-11 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-02-11
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Download size
- 20 KB
Cite
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