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TICM  

Testing the Validity of the Independent Component Model Assumption
View on CRAN: Click here


Download and install TICM package within the R console
Install from CRAN:
install.packages("TICM")

Install from Github:
library("remotes")
install_github("cran/TICM")

Install by package version:
library("remotes")
install_version("TICM", "1.0-0")



Attach the package and use:
library("TICM")
Maintained by
Klaus Nordhausen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-11
Latest Update: 2026-02-11
Description:
Description: Provides affine-invariant, distribution-free tests of multivariate independence, applied either directly to observed data or to estimated independent components. In the latter case, the procedures can be used to assess the validity of independent component models. The tests are based on L2-type distances between characteristic functions, with inference carried out using permutation or bootstrap resampling schemes. The methods are described in Hallin et al. (2024) <doi:10.48550/arXiv.2404.07632>.
How to cite:
Klaus Nordhausen (2026). TICM: Testing the Validity of the Independent Component Model Assumption. R package version 1.0-0, https://cran.r-project.org/web/packages/TICM. Accessed 24 Oct. 2026.
Previous versions and publish date:
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Complete documentation for TICM
Functions, R codes and Examples using the TICM R package
Full TICM package functions and examples
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