spd.whiten | R Documentation |
Whitens an SPD matrix using the procedure advocated by Ng, et al. (2014)
spd.whiten(x, p, unwhiten = F)
x |
An SPD matrix to be whitened |
p |
The SPD baseline whitening matrix |
unwhiten |
Logical. If TRUE, reverses a previously applied whitening transform. |
A symmetric, positive-definite matrix.
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