unsure/cc.methods.R

In DavidEMoore/ccKOPLS: Confounder correcting kernel OPLS

#To do rescaling on the original data        
Rescaling <- function(X,L,lambda){
  
  #instead of lambda, nox
  
  n <- dim(X)[1]
  m <- dim(X)[2]
  
  H <- diag(n,n)-1/n*matrix(1,n,n)
  L <- H%*%L%*%H/((m-1)^2)
  
  l <- c()
  if (lambda > 0){
    for (i in 1:m){
      xi <- X[,i]
      l[i] <- sqrt(lambda*t(xi)%*%L%*%xi+1)
      X[,i] <- xi/l[i]
    }             
    l = t(l)
  } else{
    l = matrix(1,m,1)
  }
  
  X.new = X
  K.new = X.new%*%t(X.new)
  
  return (list(X.new,K.new,l))
}