whitening: Whitening and High-Dimensional Canonical Correlation Analysis

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>.

Getting started

Package details

AuthorKorbinian Strimmer, Takoua Jendoubi, Agnan Kessy, Alex Lewin
MaintainerKorbinian Strimmer <[email protected]>
LicenseGPL (>= 3)
URL http://strimmerlab.org/software/whitening/
Package repositoryView on CRAN
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whitening documentation built on May 2, 2019, 2:25 p.m.