While digital phenotyping provides opportunities for unobtrusive, real-time mental health assessments, the integration of its modalities is not trivial due to high dimensionalities and discrepancies in sampling frequencies. We provide an integrated pipeline that solves these issues by transforming all modalities to the same time unit, applying temporal independent component analysis (ICA) to high-dimensional modalities, and fusing the modalities with linear mixed-effects models. We applied our approach to integrate high-quality, daily self-report data with BiAffect keyboard dynamics derived from a clinical suicidality sample of mental health outpatients. Applying the ICA to the self-report data (104 participants, 5712 days of data) revealed components related to well-being, anhedonia, and irritability and social dysfunction. Mixed-effects models (55 participants, 1794 days) showed that less phone movement while typing was associated with more anhedonia (β = -0.12, p = 0.00030). We consider this method to be widely applicable to dense, longitudinal digital phenotyping data.