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Function Description

Returns an array of  entries corresponding to the the (zero mean) series corresponding to the  blended principal components/independent components of  different data series of  observations, ordered so that the signals with the largest importance criteria are first. The first  entries of the array returns correspond to the elements of the signal with the largest importance criterion etc.


The blended approach uses the following importance criterion:



where  is the standard deviation of the potential signal,  is its kurtosis, and where the signals are normalised so that the squares of the betas of the different input series to the relevant signal add to unity.


See IndependentComponentsAnalysis for further details.


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