powered by
Whitens the input matrix using SVD and returns the result.
whiten(x, k = NA, reducex = FALSE)
input matrix
rank to use
reduce the input matrix to k-size subspace
matrix is output
# NOT RUN { mat <- matrix(rnorm(300),ncol=50) wmat<-whiten( mat ) wmat2<-whiten( mat, 2, TRUE ) # }
Run the code above in your browser using DataLab