whitener | R Documentation |
The function for perform whitening.
whitener(X, n.comp = ncol(X), center.row = FALSE, use_irlba = TRUE)
X |
The data matrix with dimension P x T. |
n.comp |
The number of components. |
center.row |
Whether to center the row of data. Default is FALSE. |
use_irlba |
Whether to use the irlba method to perform fast truncated singular value decomposition in whitening step, helpful for memorying intermediate dataset. Default is TRUE. |
A list including the whitener matrix, the whitened data matrix, and the mean of the input data.
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