dcorBSS
Distance-Correlation Based Methods for Blind Source Separation and Dependence Analysis
Independent component analysis based on distance correlation, including a robust variant using the bowl transformation. The package provides user-facing implementations of distance covariance and distance correlation, including memory-efficient blockwise computations for large data sets. It includes a sequential ICA estimator based on minimizing distance correlation, as well as tools for analyzing serial dependence via distance autocorrelation, dependograms, and permutation-based tests. In addition, it provides functions for testing serial dependence based on distance correlation and the Hilbert–Schmidt independence criterion. The methodology is related to Matteson and Tsay (2017) <doi:10.1080/01621459.2016.1150851> and to the robust framework of Leyder et al. (2026) <doi:10.1007/s11634-026-00674-9>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0-0 |
rolling linux/jammy R-4.5 | dcorBSS_1.0-0.tar.gz |
208.3 KiB |
1.0-0 |
rolling linux/noble R-4.5 | dcorBSS_1.0-0.tar.gz |
209.5 KiB |
1.0-0 |
rolling source/ R- | dcorBSS_1.0-0.tar.gz |
78.3 KiB |
1.0-0 |
latest linux/jammy R-4.5 | dcorBSS_1.0-0.tar.gz |
208.3 KiB |
1.0-0 |
latest linux/noble R-4.5 | dcorBSS_1.0-0.tar.gz |
209.5 KiB |
1.0-0 |
latest source/ R- | dcorBSS_1.0-0.tar.gz |
78.3 KiB |
1.0-0 |
2026-04-23 source/ R- | dcorBSS_1.0-0.tar.gz |
0 B |