API for decorrelate
Decorrelation Projection Scalable to High Dimensional Data

Global functions
.getCovCor Source code
.standardise Source code
alphaToDelta Source code
autocorr.mat Man page Source code
averageCorr Man page Source code
averageCorrSq Man page Source code
cca Man page Source code
cov_transform Man page Source code
decorrelate Man page Source code
deltaToAlpha Source code
dmult Man page Source code
dmult_ Source code
eclairs Man page Source code
eclairs-class Man page
eclairs_corMat Man page Source code
eclairs_sq Man page Source code
effVariance Man page Source code
fastcca Man page Source code
fastcca-class Man page
geigen Source code
geigen2 Source code
getCor Man page
getCor,eclairs-method Man page
getCov Man page
getCov,eclairs-method Man page
getNu Source code
getShrinkageParams Man page Source code
getWhiteningMatrix Man page Source code
inc_mar_pas Source code
inverseTransform Source code
kappa,eclairs-method Man page
lm.projection Source code
lm.test Source code
lm_each_eclairs Man page Source code
lm_eclairs Man page Source code
logDet Man page Source code
logML Source code
mahalanobisDistance Man page Source code
marcenko_pastur_integral Source code
median_marcenko_pastur Source code
mult_eclairs Man page Source code
optimal_SVHT_coef Man page Source code
optimal_SVHT_coef_sigma_known Source code
optimal_SVHT_coef_sigma_unknown Source code
plot,eclairs-method Man page
quadForm Man page Source code
reform_decomp Man page Source code
rmvnorm_eclairs Man page Source code
sign0 Source code
sumInverseCorr Man page Source code
sv_threshold Man page Source code
tr Man page Source code
transform Source code
whiten Man page Source code
decorrelate documentation built on Aug. 8, 2025, 7:55 p.m.