pre.transform | R Documentation |
Pre-sphered or pre-scaled version of data.
pre.sphere(x, mean.centred=FALSE)
pre.scale(x, mean.centred=FALSE)
x |
matrix of data values |
mean.centred |
flag to centre the data values to have zero mean. Default is FALSE. |
For pre-scaling, the data values are pre-multiplied by
\mathbf{S}^{-1/2}
and for pre-scaling, by
\mathbf{S}_D^{-1/2}
where
\mathbf{S}
is the sample variance and \mathbf{S}_D
is \mathrm{diag} \, (S_1^2, S_2^2, \dots, 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
Hscv
selectors.
data(unicef)
unicef.sp <- pre.sphere(as.matrix(unicef))
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