flag to centre the data values to have zero mean. Default is FALSE.
Value
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
$S^(-1/2)$ and for pre-scaling, by
$S_D^(-1/2)$ where
$S$ is the sample variance and $S_D$
is $diag (S_1^2,
S_2^2, ..., S_d^2)$ where
$S_i^2$ is the i-th marginal sample variance.