Pre-sphering and pre-scaling

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Description

Pre-sphered or pre-scaled version of data.

Usage

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pre.sphere(x, mean.centred=FALSE)
pre.scale(x, mean.centred=FALSE)

Arguments

x

matrix of data values

mean.centred

flag to centre the data values to have zero mean. Default is FALSE.

Details

For pre-scaling, the data values are pre-multiplied by S^(-1/2) and for pre-scaling, by S_D^(-1/2) where S is the sample variance and S_D is diag (S_1^2, S_2^2, ..., S_d^2) where S_i^2 is the i-th marginal sample variance.

Value

Pre-sphered or pre-scaled version of data. These pre-transformations are required for implementing the plug-in Hpi selectors and the smoothed cross validation Hscv selectors.

Examples

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