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]