TICM: Testing the Validity of the Independent Component Model Assumption

CRAN: Contributed Packages 2026 Dataset Open access

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Authors: Klaus Nordhausen, Marc Hallin, Simos Meintanis
DOI: 10.32614/cran.package.ticm
Cited by: 1
References: 1

Abstract

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) .

Publication details

Journal / source
CRAN: Contributed Packages
Publisher
The R Foundation
Publication date
11 February 2026
Document type
Dataset