Principal Component Analysis (PCA) and Whitening
Description
Provides functions to standardize and whiten data, and to perform
Principal Component Analysis (PCA). The main advantage of this
package over alternatives like prcomp() is, that jvcoords makes it
easy to convert (additional) data between the original and the
transformed coordinates. The package also provides a class coords,
which can represent affine coordinate transformations. This class
forms the basis of the transformations provided by the package, but
can also be used independently. The implementation has been
optimized to be of comparable speed (and sometimes even faster) than
existing alternatives.