NEWS

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whitening 1.4.0 (2022-06-07)

• depends now R >= 3.5.0
• new data set pitprops14
• new function explainedVariation()
• reverted back to a single Cholesky whitening procedure (as Chol-cov and Chol-prec are really the same, just reversed ordering). Default is now lower triangular loadings.
• whiteningCrossCov() depricated.
• Instead whiteningLoadings() returns both loadings Phi and cross-correlation loadings Psi with the columns corresponding to the latent variables
• simOrtho() has positiveDiag option
• whiten() and other functions now label the latent variables (L1, L2, etc)
• whitening matrix and cross-cov matrix now also labelled (both rows and columns)
• whitening method used now attached as method attribute

whitening 1.3.0 (2021-11-07)

• update URLs
• new function simOrtho() to simulate random orthogonal matrices.

whitening 1.2.0 (2020-12-06)

• new whitening options "Chol.cov" and "Chol.prec" added.
• new function whiteningCrossCov() to compute the cross-covariance matrix for a given whitening transformation.

whitening 1.1.1 (2019-01-12)

• References to Kessy et al (2018) and Jendoubi and Strimmer (2019) updated.
• whiten() now has "center" option.
• New data set "forina1986" added (extended version of UCI wine data set)

whitening 1.1.0 (2018-07-14)

• The functions scca() and cca() now also compute the loadings for X and Y.
• The data sets "lusc" and "nutrimouse" are now included.
• Updated nutrimouse data analysis script, and added R code for example analysis of lusc data.
• Two functions loadplot() and corplot() have been added.

whitening 1.0.0 (2018-03-06)

• Public release on 3 March 2018. This package contains functions for computing whitening matrices, for whitening data, and for (shrinkage) estimation of canonical correlations and directions.