gsorth: Gram-Schmidt Orthogonalization of a Matrix

In friendly/matlib: Matrix Functions for Teaching and Learning Linear Algebra and Multivariate Statistics

Gram-Schmidt Orthogonalization of a Matrix

Description

Calculates a matrix with uncorrelated columns using the Gram-Schmidt process

Usage

gsorth(y, order, recenter = TRUE, rescale = TRUE, adjnames = TRUE)

Arguments

y	a numeric matrix or data frame
order	if specified, a permutation of the column indices of y
recenter	logical; if TRUE, the result has same means as the original y, else means = 0 for cols 2:p
rescale	logical; if TRUE, the result has same sd as original, else, sd = residual sd
adjnames	logical; if TRUE, colnames are adjusted to Y1, Y2.1, Y3.12, ...

Details

This function, originally from the heplots package has now been deprecated in matlib. Use GramSchmidt instead.

Value

a matrix/data frame with uncorrelated columns

Examples

## Not run: 
 set.seed(1234)
 A <- matrix(c(1:60 + rnorm(60)), 20, 3)
 cor(A)
 G <- gsorth(A)
 zapsmall(cor(G))
 
## End(Not run)

friendly/matlib documentation built on March 3, 2024, 12:18 p.m.