spd.whiten: Covariance whitening transform
In areshenk/spdm: Geometry-respecting analysis of covariance matrices
spd.whiten R Documentation
Covariance whitening transform
Description
Whitens an SPD matrix using the procedure advocated by Ng, et al. (2014)
Usage
spd.whiten(x, p, unwhiten = F)
Arguments
x
An SPD matrix to be whitened
p
The SPD baseline whitening matrix
unwhiten
Logical. If TRUE, reverses a previously applied whitening transform.
Value
A symmetric, positive-definite matrix.
areshenk/spdm documentation built on Oct. 2, 2024, 10:39 a.m.
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| spd.whiten | R Documentation |
Covariance whitening transform
Description
Whitens an SPD matrix using the procedure advocated by Ng, et al. (2014)
Usage
spd.whiten(x, p, unwhiten = F)
Arguments
x |
An SPD matrix to be whitened |
p |
The SPD baseline whitening matrix |
unwhiten |
Logical. If TRUE, reverses a previously applied whitening transform. |
Value
A symmetric, positive-definite matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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