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whitening (version 1.1.1)

Whitening and High-Dimensional Canonical Correlation Analysis

Description

Implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) "Optimal whitening and decorrelation", , as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019) "A whitening approach to probabilistic canonical correlation analysis for omics data integration", .

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Version

Install

install.packages('whitening')

Monthly Downloads

419

Version

1.1.1

License

GPL (>= 3)

Maintainer

Korbinian Strimmer

Last Published

January 12th, 2019

Functions in whitening (1.1.1)

corplot

Plots of Correlations and Loadings
lusc

TCGA LUSC Data
nutrimouse

Nutrimouse Data
forina1986

Forina 1986 Wine Data - Extended UCI Wine Data
scca

Perform Canonical Correlation Analysis
whitening-package

The whitening Package
whitening-internal

Internal whitening Functions
whiteningMatrix

Compute Whitening Matrix and Whiten Data