Changes in version 1.4.0 (2022-06-07) o depends now R >= 3.5.0 o new data set pitprops14 o new function explainedVariation() o 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. o whiteningCrossCov() depricated. o Instead whiteningLoadings() returns both loadings Phi and cross-correlation loadings Psi with the columns corresponding to the latent variables o simOrtho() has positiveDiag option o whiten() and other functions now label the latent variables (L1, L2, etc) o whitening matrix and cross-cov matrix now also labelled (both rows and columns) o whitening method used now attached as method attribute Changes in version 1.3.0 (2021-11-07) o update URLs o new function simOrtho() to simulate random orthogonal matrices. Changes in version 1.2.0 (2020-12-06) o new whitening options "Chol.cov" and "Chol.prec" added. o new function whiteningCrossCov() to compute the cross-covariance matrix for a given whitening transformation. Changes in version 1.1.1 (2019-01-12) o References to Kessy et al (2018) and Jendoubi and Strimmer (2019) updated. o whiten() now has "center" option. o New data set "forina1986" added (extended version of UCI wine data set) Changes in version 1.1.0 (2018-07-14) o The functions scca() and cca() now also compute the loadings for X and Y. o The data sets "lusc" and "nutrimouse" are now included. o Updated nutrimouse data analysis script, and added R code for example analysis of lusc data. o Two functions loadplot() and corplot() have been added. Changes in version 1.0.0 (2018-03-06) o 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.