ks (version 1.10.7)

pre.transform: Pre-sphering and pre-scaling

Description

Pre-sphered or pre-scaled version of data.

Usage

pre.sphere(x, mean.centred=FALSE)
pre.scale(x, mean.centred=FALSE)

Arguments

x

matrix of data values

mean.centred

flag to centre the data values to have zero mean. Default is FALSE.

Value

Pre-sphered or pre-scaled version of data. These pre-transformations are required for implementing the plug-in Hpi selectors and the smoothed cross validation Hscv selectors.

Details

For pre-scaling, the data values are pre-multiplied by ${\mathbf{S}}^{-1/2}$ and for pre-scaling, by ${\mathbf{S}}_D^{-1/2}$ where $\mathbf{S}$ is the sample variance and ${\mathbf{S}}_D$ is $\mathrm{diag}(S_1^2,S_2^2,\dots ,S_d^2)$ where $S_i^2$ is the i-th marginal sample variance.

Examples

# NOT RUN {
data(unicef)
unicef.sp <- pre.sphere(as.matrix(unicef))
# }