transf: Decorrelation transformation

View source: R/utils.R

transfR Documentation

Decorrelation transformation

Description

This function performs a decorrelation transformation of a data set.

Usage

transf(x)

Arguments

x

a matrix of nxp dimension

Details

This function use the input data to estimate the covariance matrix, and then use the estimated covariate matrix to decorrelate the input data matrix. require n>p.

Value

Decorrelated data matrix.


hychen-uic/TEV documentation built on Jan. 24, 2025, 9:14 p.m.