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) "A whitening approach to probabilistic canonical correlation analysis for omics data integration", <arXiv:1802.03490>.

Version: 1.1.0
Depends: R (≥ 3.0.2), corpcor (≥ 1.6.9)
Imports: stats
Published: 2018-07-14
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_1.1.0.tar.gz
Windows binaries: r-devel: whitening_1.1.0.zip, r-release: whitening_1.1.0.zip, r-oldrel: whitening_1.1.0.zip
OS X binaries: r-release: whitening_1.1.0.tgz, r-oldrel: whitening_1.1.0.tgz
Old sources: whitening archive

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