Independent component Analysis (ICA)

[Abdoulaziz Alhassane Garba]

Dear all,
i'd like t work on financial data and using arbitrage pricing model by the ICA algorithm. i need your help on stata software. thanks

[Nick Cox]

I've not seen commands to do that in Stata. It's well supported in MATLAB.

[Abdoulaziz Alhassane Garba]

Thankn you verry much Nick Cox. I'll check it MATLAB