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matlib (version 0.6.0)

gsorth: Gram-Schmidt Orthogonalization of a Matrix

Description

Calculates a matrix with uncorrelated columns using the Gram-Schmidt process

Usage

gsorth(y, order, recenter = TRUE, rescale = TRUE, adjnames = TRUE)

Arguments

y
a numeric matrix or data frame
order
if specified, a permutation of the column indices of y
recenter
logical; if TRUE, the result has same means as the original y, else means = 0 for cols 2:p
rescale
logical; if TRUE, the result has same sd as original, else, sd = residual sd
adjnames
logical; if TRUE, colnames are adjusted to Y1, Y2.1, Y3.12, ...

Value

  • a matrix/data frame with uncorrelated columns