MultivariateStats.jl icon indicating copy to clipboard operation
MultivariateStats.jl copied to clipboard

FastICA missing a complex variant?

Open waTeim opened this issue 11 years ago • 1 comments

This would be useful as described in

E. Bingham and A. Hyvarinen, “A fast fixed-point algorithm for independent components analysis of complex valued signals,” International Journal of Neural Systems, vol. 10, pp. 1–8, Feb. 2000

waTeim avatar Sep 06 '14 05:09 waTeim

Same for PCA, complex values are not supported, unlike for instance matlab's PCA.

cyanescent avatar Jun 27 '25 16:06 cyanescent