Below are some R packages where I'm the maintainer. The packages ICS, ICSNP, JADE, OjaNP and MNM are also available on CRAN and can be directly installed in R after choosing a mirror using the command:

install.packages("pkg_name",dependencies="Depends")

On this page, all files are made by me and might differ slightly from the ones on CRAN.

All packages come under the GPL 2.0 or higher licence.

Other packages where I'm involved but which are not here are SpatialNP, REPPlab, fICA, BSSasymp, fastM, LDRTools and tsBSS which can be found on CRAN.

 

The ICS package

(Joint work with Hannu Oja and Dave Tyler)

This package implements the 2 scatter matrices transformation to obtain an invariant coordinate sytem or independent components, depending on the underlying assumptions. The result of the transformation is an object of the S4 class ics which is provided by this package. Besides generic functions to create and work with an ics object the package contains also some scatter matrices and tests for multinormality.

How to use the package is explained in the accompanying vignette which can be obtained after installing the package using the command:

vignette("ICS", package = "ICS")

The package requires R 2.5.0 and the packages survey and mvtnorm. It is also available on CRAN.

• source file: ICS_1.2-3.tar.gz (662 kb)

• windows binary: ICS_1.2-3.zip (768 kb)

• reference manual: ICS-manual_1_2_3.pdf (260 kb)


The ICSNP package (used to be MultNP)

(Joint work with Seija Sirkiä, Hannu Oja and Dave Tyler)

This package contains tools for nonparametric multivariate analysis, including the estimation of location and shape as well as some tests for location and independence. Shape matrices from this package can be used as one of the scatter matrices needed in the ICS package whereas the tests of this package can be used for testing in the framework of invariant coordinates or independent components obtained from the package ICS. The parametric Hotelling's T test serves as a reference for the nonparametric location tests.

The package requires R 2.4.0 and the packages ICS, survey and mvtnorm. It is also available on CRAN.

• source file: ICSNP_1.0-9.tar.gz (44 kb)

• windows binary: ICSNP_1.0-9.zip (194 kb)

• reference manual: ICSNP-manual_1_0_9.pdf (276 kb)

 

The JADE package

(Joint work with Jean-Francois Cardoso, Jari Miettinen, Hannu Oja, Esa Ollila and Sara Taskinen)

This package ports the JADE algorithm to R and contains also the AMUSE and SOBI algorithms for the blind source separation problem (BSS). There are also several indices to compare BSS algorithms in simulation studies.

The package requires R 2.5.0 and the package clue. And is also available on CRAN.

• source file: JADE_1.1-0.tar.gz (14 kb)

• windows binary: JADE_1.1-0.zip (60 kb)

• reference manual: JADE-manual_1_1_0.pdf (224 kb)

 

The OjaNP package

(Joint work with Daniel Fischer, Jyrki Möttönen and Daniel Vogel)

This package provides functions for the Oja Median, Oja signs and ranks and methods based upon them.

The package requires R 2.9.0. And the packages ICS and ICSNP. And is also available on CRAN.

• source file: OjaNP_0.9-4.tar.gz (93 kb)

• windows binary: OjaNP_0.9-4.zip (439 kb)

• reference manual: OjaNP-manual_0_9_4.pdf (251 kb)

 

The MNM package

(Joint work with Jyrki Möttönen and Hannu Oja)

The package provides multivariate tests, estimates and methods based on the identity score, spatial sign score and spatial rank score. The methods include one and c-sample problems, shape estimation and testing, linear regression and principal components.

The package requires R 2.10.0. And is also available on CRAN.

• source file: MNM_1.0-0.tar.gz (38 kb)

• windows binary: MNM_1.0-0.zip (170 kb)

• reference manual: MNM-manual_1_0_0.pdf (334 kb)

 

Any feedback, suggestions and bug reports are welcome! Just send an email!