whitening-package | R Documentation |
The "whitening" package implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019).
Korbinian Strimmer (https://strimmerlab.github.io/) with Takoua Jendoubi, Agnan Kessy, and Alex Lewin.
Kessy, A., A. Lewin, and K. Strimmer. 2018. Optimal whitening and decorrelation. The American Statistician. 72: 309-314. <DOI:10.1080/00031305.2016.1277159>
Jendoubi, T., and K. Strimmer 2019. A whitening approach to probabilistic canonical correlation analysis for omics data integration. BMC Bioinformatics 20: 15. <DOI:10.1186/s12859-018-2572-9>
Website: https://strimmerlab.github.io/software/whitening/
whiteningMatrix
,
whiten
,
whiteningLoadings
,
explainedVariation
,
cca
, and
scca
.
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