whitening.matrix {sgdGMF} | R Documentation |
Compute the whitening matrix from a given covariance matrix
Description
Compute the whitening matrix from a given covariance matrix
Usage
whitening.matrix(
sigma,
method = c("ZCA", "ZCA-cor", "PCA", "PCA-cor", "Cholesky")
)
Arguments
sigma |
covariance matrix. |
method |
determines the type of whitening transformation. |
Details
This function is an internal re-implementation of the function whiteningMatrix
in the whitening
package. See the original documentation to get more details.
[Package sgdGMF version 1.0.1 Index]