Movatterモバイル変換

decorrelate 0.1.6

• July 9, 2025
• submit to CRAN

decorrelate 0.1.5

• April 2, 2025
• update docs
• updatesumInverseCorr()

decorrelate 0.1.4

• March 20, 2025
• update docs
• updatesumInverseCorr() based ondirection

decorrelate 0.1.3

• March 11, 2025
• ineclairs(), ifsvd() fails fall back onirlba()
• sumInverseCorr() has upper bound ofp
• fix docs

decorrelate 0.1.2

• April 23, 2024
• usedmult() instead of transposing
• estimatenu to give correlation matrix close to havingdiagonals 1

decorrelate 0.1.1

• Feb 27, 2024
• update all functions to process covariance by shrinking correlationand retaining variance information

decorrelate 0.1.0

• Feb 27, 2024
• update all functions to process covariance by shrinking correlationand retaining variance information

decorrelate 0.0.19

• Jan 02, 2024
• addmahalanobisDistance()

decorrelate 0.0.18

• Sept 18, 2023
• addaverageCorr(),averageCorrSq() andsumInverseCorr()
• add tests for these functions
• addalpha parameter toquadForm()

decorrelate 0.0.17

• addn.samples argument to

decorrelate 0.0.16

• addeclairs_sq

decorrelate 0.0.15

• useirlba for SVD instead ofPRIMME
• improve documentation

decorrelate 0.0.14

• addseries_start_total() and use it inestimate_lambda_eb() for partial SVD
• this substantially improves estimation of lambda when partial SVD isused
• addaverageCorr()

decorrelate 0.0.13

• add redundancy index asx.ri,y.ri
• add effective variance and effective dependency metrics

decorrelate 0.0.12

• fastcca() andcca() give equivalentresults
• but canonical variates are rotated with respect to each other

decorrelate 0.0.11

• Scale Cxy bysqrt(1-lambda.x)*sqrt(1-lambda.y)
• Add Cramer’s V statistic

decorrelate 0.0.10

• Sept 13, 2021
• add `fastcca() andcca()

decorrelate 0.0.9

• Sept 7, 2021
• addkappa() to compute condition number
• addlogDet() to compute log determinant
• addcca() for canonical correlation analysis
• simplify examples

decorrelate 0.0.8

• July 3-12, 2021
• getCov() andgetCor() now have lambdaargument
• plot() for eclairs shows arrow on right for zeroeigen-values
• estimate_lambda_eb() now returns logML for estimated orspecified lambda
• this is stored byeclairs()

decorrelate 0.0.7

• June 1, 2021
• addwhiten() that combineseclairs() anddecorrelate() into one function call
• addeclairs_corMat() to perform decomposition oncorrelation matrix
• extendreform_decomp2() to work with result ofeclairs_corMat()

decorrelate 0.0.6

• May 25, 2021
• addestimate_lambda_eb() to perform empirical Bayesestimation of lambda
• works for truncated SVD by setting missing ev’s to the mean residualvariance
• this makes estimation of lambda stable for varying ranks
• addplot() for eclairs

decorrelate 0.0.5

• addreform_decomp()
• improve documentation

decorrelate 0.0.4

• addlm_eclairs() andlm_each_eclairs()
• add R/lm_projection.R

decorrelate 0.0.1

• initial version