whitening: 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", The American Statistician, <doi:10.1080/00031305.2016.1277159>, as well as the whitening approach to Canonical Correlation Analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2018) "Probabilistic canonical correlation analysis: a whitening approach", <arXiv:1802.03490>.

Version: 1.0.0
Depends: R (≥ 3.0.2), corpcor (≥ 1.6.9)
Imports: stats
Published: 2018-03-06
Author: Korbinian Strimmer, Takoua Jendoubi, Agnan Kessy, Alex Lewin
Maintainer: Korbinian Strimmer <strimmerlab at gmail.com>
License: GPL (≥ 3)
URL: http://strimmerlab.org/software/whitening/
NeedsCompilation: no
Materials: NEWS
CRAN checks: whitening results

Downloads:

Reference manual: whitening.pdf
Package source: whitening_1.0.0.tar.gz
Windows binaries: r-devel: whitening_1.0.0.zip, r-release: whitening_1.0.0.zip, r-oldrel: whitening_1.0.0.zip
OS X binaries: r-release: whitening_1.0.0.tgz, r-oldrel: whitening_1.0.0.tgz

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