my_Whiten: Helper Function to Whiten Datasets
In hanspeter6/icaPlay: What the Package Does (One Line, Title Case)

Description Usage Arguments Value Author(s) Examples

View source: R/my_Whiten.R

This function takes in a single dataset X with $$X^2$$ and outputs blah

1	my_Whiten(x)

`x`	A real-valued matrix with observations.. and variables ...

`v`	The whitening matrix
`z`	The dataset in vars and observations, whitened

Hans-Peter Bakker

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x)
{
    x_centered <- apply(x, 2, function(x) {
        x - mean(x)
    })
    cvx <- cov(x_centered)
    eigens <- eigen(cvx)
    E <- eigens$vectors
    D_invsqrt <- diag(1/sqrt(eigens$values))
    myBasicWhiteningMatrix <- E %*% D_invsqrt %*% t(E)
    z <- myBasicWhiteningMatrix %*% t(x_centered)
    list(v = myBasicWhiteningMatrix, z = z)
  }