What is kurtosis ICA?
ICA decomposes a multivariate signal into 'independent' components through 1. orthogonal rotation and 2. maximizing statistical independence between components in some way - one method used is to maximize non-gaussianity (kurtosis).
How do you perform ICA?
To perform ICA, we can use fastICA R package. We have to install fastICA package in R or R studio. A data matrix with n rows representing observations and p columns representing variables. Number of components to be extracted.