whiten | R Documentation |
Whitens the input matrix using SVD and returns the result.
whiten(x, k = NULL, reducex = FALSE)
x |
input matrix |
k |
rank to use |
reducex |
reduce the input matrix to k-size subspace |
matrix is output
Avants BB
mat <- matrix(rnorm(300), ncol = 50)
wmat <- whiten(mat)
wmat2 <- whiten(mat, 2, TRUE)
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