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dcorBSS  

Distance-Correlation Based Methods for Blind Source Separation and Dependence Analysis
View on CRAN: Click here


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

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

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



Attach the package and use:
library("dcorBSS")
Maintained by
Klaus Nordhausen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-10
Latest Update: 2026-06-10
Description:
Independent component analysis based on distance correlation, including a robust variant using the bowl transformation. The package provides user-facing implementations of distance covariance and distance correlation, including memory-efficient blockwise computations for large data sets. It includes a sequential ICA estimator based on minimizing distance correlation, as well as tools for analyzing serial dependence via distance autocorrelation, dependograms, and permutation-based tests. In addition, it provides functions for testing serial dependence based on distance correlation and the Hilbert–Schmidt independence criterion. The methodology is related to Matteson and Tsay (2017) <doi:10.1080/01621459.2016.1150851> and to the robust framework of Leyder et al. (2026) <doi:10.1007/s11634-026-00674-9>.
How to cite:
Klaus Nordhausen (2026). dcorBSS: Distance-Correlation Based Methods for Blind Source Separation and Dependence Analysis. R package version 1.0-0, https://cran.r-project.org/web/packages/dcorBSS. Accessed 24 Oct. 2026.
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Complete documentation for dcorBSS
Functions, R codes and Examples using the dcorBSS R package
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