Implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) "Optimal whitening and decorrelation", <doi:10.1080/00031305.2016.1277159>, as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019) "A whitening approach to probabilistic canonical correlation analysis for omics data integration", <doi:10.1186/s12859-018-2572-9>.
|Author||Korbinian Strimmer, Takoua Jendoubi, Agnan Kessy, Alex Lewin|
|Maintainer||Korbinian Strimmer <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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