[R] Loadings and scores from fastICA?

[Tony Plate]

The help for fastICA says:

     The data matrix X is considered to be a linear combination of
     non-Gaussian (independent) components i.e. X = SA where columns of
     S contain the independent components and A is a linear mixing
     matrix.

The value of fastICA is a list with components "S" (the estimated source matrix) and "A" (the estimated mixing matrix).  Are these what you want?

-- Tony Plate

Joel Fürstenberg-Hägg wrote:
> Hi all,
> 
>  
> 
> Does anyone know how to get the independent components and loadings from an Independent Component Analysis (ICA), as well as principal components and loadings from a Pricipal Component analysis (PCA) using the fastICA package? Or perhaps if there's another way to do ICAs in R?
> 
> 
> Below is an example from the fastICA manual (http://cran.r-project.org/web/packages/fastICA/fastICA.pdf)
> 
>  
> 
> if(require(MASS))
> {
>      x <- mvrnorm(n = 1000, mu = c(0, 0), Sigma = matrix(c(10, 3, 3, 1), 2, 2))
>      x1 <- mvrnorm(n = 1000, mu = c(-1, 2), Sigma = matrix(c(10, 3, 3, 1), 2, 2))
>      X <- rbind(x, x1)
>      a <- fastICA(X, 2, alg.typ = "deflation", fun = "logcosh", alpha = 1, method = "R", row.norm = FALSE, maxit = 200, tol = 0.0001, verbose = TRUE)
>      par(mfrow = c(1, 3))
>      plot(a$X, main = "Pre-processed data")
>      plot(a$X%*%a$K, main = "PCA components")
>      plot(a$S, main = "ICA components")
> }
> 
>  
> 
> Best regards,
> 
>  
> 
> Joel
>  		 	   		  
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