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matlib (version 0.9.6)

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)

Value

a matrix/data frame with uncorrelated columns

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, ...

Details

This function, originally from the heplots package has now been deprecated in matlib. Use GramSchmidt instead.

Examples

Run this code
if (FALSE) {
 set.seed(1234)
 A <- matrix(c(1:60 + rnorm(60)), 20, 3)
 cor(A)
 G <- gsorth(A)
 zapsmall(cor(G))
 }

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