whitening-package {whitening}

The whitening Package

Description

The "whitening" package implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019).

Author(s)

Korbinian Strimmer (https://strimmerlab.github.io/) with Takoua Jendoubi, Agnan Kessy, and Alex Lewin.

References

Kessy, A., A. Lewin, and K. Strimmer. 2018. Optimal whitening and decorrelation. The American Statistician. 72: 309-314. <DOI:10.1080/00031305.2016.1277159>

Jendoubi, T., and K. Strimmer 2019. A whitening approach to probabilistic canonical correlation analysis for omics data integration. BMC Bioinformatics 20: 15. <DOI:10.1186/s12859-018-2572-9>

Website: https://strimmerlab.github.io/software/whitening/

See Also

whiteningMatrix, whiten, whiteningLoadings, explainedVariation, cca, and scca.