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whitening  

Whitening and High-Dimensional Canonical Correlation Analysis
View on CRAN: Click here


Download and install whitening package within the R console
Install from CRAN:
install.packages("whitening")

Install from Github:
library("remotes")
install_github("cran/whitening")

Install by package version:
library("remotes")
install_version("whitening", "1.4.0")



Attach the package and use:
library("whitening")
Maintained by
Korbinian Strimmer
[Scholar Profile | Author Map]
First Published: 2018-03-06
Latest Update: 2022-06-07
Description:
Implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) "Optimal whitening and decorrelation", <doi:10.1080/00031305.2016.1277159>, 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", <doi:10.1186/s12859-018-2572-9>. The package also offers functions to simulate random orthogonal matrices, compute (correlation) loadings and explained variation. It also contains four example data sets (extended UCI wine data, TCGA LUSC data, nutrimouse data, extended pitprops data).
How to cite:
Korbinian Strimmer (2018). whitening: Whitening and High-Dimensional Canonical Correlation Analysis. R package version 1.4.0, https://cran.r-project.org/web/packages/whitening. Accessed 04 May. 2025.
Previous versions and publish date:
1.0.0 (2018-03-06 19:51), 1.1.0 (2018-07-15 00:00), 1.1.1 (2019-01-12 18:10), 1.2.0 (2020-12-06 11:40), 1.3.0 (2021-11-07 19:20)
Other packages that cited whitening R package
View whitening citation profile
Other R packages that whitening depends, imports, suggests or enhances
Complete documentation for whitening
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