whitening

cranv1.4.0

Whitening and High-Dimensional Canonical Correlation Analysis. Implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) "Optimal whitening and decorrelation", <doi:10.1080/00031305.2016.1277159>, as well as the whitening approach to canonical correlation analysis allowing negative canonical corre

License GPL (>= 3)0 versions1 maintainers2 deps258 weekly dl
https://CRAN.R-project.org/package=whitening
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First published · 2022-06-07 13:26:54

Last updated · 2022-06-07T11:20:02+00:00