orthogonalise: Orthogonalise Grouped Columns of X
In antiphon/PenGE: Penalised Gibbs Estimation

Orthogonalise Grouped Columns of X

1	orthogonalise(X, index)

`X`	matrix of coefficients (rows: coefs, cols: penalisations)
`index`	grouping

For columns with index == 0, do nothing. For each group of columns defined by index == j, transform the matrix such that t(Z)

antiphon/PenGE documentation built on July 31, 2019, 10:01 p.m.

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