Pre-sphering and pre-scaling
Pre-sphered or pre-scaled version of data.
matrix of data values
flag to centre the data values to have zero mean. Default is FALSE.
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.
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