[R] Is it possible to separate two independent components from arandom variable?

[Hotz, T.]

Dear Fred,

If x1 and x2 are *not* normally distributed, you can use
independent component analysis (ICA) which is based on the
idea that x will be "more normal" than either x1 and x2
following the central limit theorem. See package(fastICA)
by JL Marchini, C Heaton, and BD Ripley for details.

HTH

Thomas


> -----Original Message-----
> From: Feng Zhang [mailto:f0z6305 at labs.tamu.edu]
> Sent: 15 August 2003 17:34
> To: R-Help
> Subject: [R] Is it possible to separate two independent 
> components from
> arandom variable?
> 
> 
> Hey, R-listers,
> 
> Given the observed N random scalar variable x, with
> zero mean and unit variance, can we separate the
> two independent component x1 and x2 such that
> x = x1 + x2 (x1 and x2 are assumed to be zero mean)?
> 
> Maybe there is no way to figure it out, and just
> wanna get some help and try it.
> 
> Fred
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 

---

Thomas Hotz
Research Associate in Medical Statistics
University of Leicester
United Kingdom

Department of Epidemiology and Public Health
22-28 Princess Road West
Leicester
LE1 6TP
Tel +44 116 252-5410
Fax +44 116 252-5423

Division of Medicine for the Elderly
Department of Medicine
The Glenfield Hospital
Leicester
LE3 9QP
Tel +44 116 256-3643
Fax +44 116 232-2976