whitening.matrix: Compute the whitening matrix from a given covariance matrix
In sgdGMF: Estimation of Generalized Matrix Factorization Models via Stochastic Gradient Descent
whitening.matrix R Documentation
Compute the whitening matrix from a given covariance matrix
Description
Compute the whitening matrix from a given covariance matrix
Usage
whitening.matrix(
sigma,
method = c("ZCA", "ZCA-cor", "PCA", "PCA-cor", "Cholesky")
)
Arguments
sigma
covariance matrix.
method
determines the type of whitening transformation.
Details
This function is an internal re-implementation of the function whiteningMatrix
in the whitening package. See the original documentation to get more details.
sgdGMF documentation built on April 3, 2025, 7:37 p.m.
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| whitening.matrix | R Documentation |
Compute the whitening matrix from a given covariance matrix
Description
Compute the whitening matrix from a given covariance matrix
Usage
whitening.matrix(
sigma,
method = c("ZCA", "ZCA-cor", "PCA", "PCA-cor", "Cholesky")
)
Arguments
sigma |
covariance matrix. |
method |
determines the type of whitening transformation. |
Details
This function is an internal re-implementation of the function whiteningMatrix
in the whitening package. See the original documentation to get more details.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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