whitening: Whitening and High-Dimensional Canonical Correlation Analysis

Implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) "Optimal whitening and decorrelation", <doi:10.1080/00031305.2016.1277159>, as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019) "A whitening approach to probabilistic canonical correlation analysis for omics data integration", <doi:10.1186/s12859-018-2572-9>. The package also offers a function to simulate random orthogonal matrices.

Version: 1.3.0
Depends: R (≥ 3.0.2), corpcor (≥ 1.6.10)
Imports: stats
Published: 2021-11-07
Author: Korbinian Strimmer, Takoua Jendoubi, Agnan Kessy, Alex Lewin
Maintainer: Korbinian Strimmer <strimmerlab at gmail.com>
License: GPL (≥ 3)
URL: https://strimmerlab.github.io/software/whitening/
NeedsCompilation: no
Materials: NEWS
CRAN checks: whitening results

Documentation:

Reference manual: whitening.pdf

Downloads:

Package source: whitening_1.3.0.tar.gz
Windows binaries: r-devel: whitening_1.3.0.zip, r-release: whitening_1.3.0.zip, r-oldrel: whitening_1.3.0.zip
macOS binaries: r-release (arm64): whitening_1.3.0.tgz, r-release (x86_64): whitening_1.3.0.tgz, r-oldrel: whitening_1.3.0.tgz
Old sources: whitening archive

Reverse dependencies:

Reverse imports: BSL
Reverse suggests: sensitivity

Linking:

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