The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

decorrelate 0.1.6

• July 9, 2025
• submit to CRAN

decorrelate 0.1.5

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

decorrelate 0.1.4

• March 20, 2025
• update docs
• update sumInverseCorr() based on direction

decorrelate 0.1.3

• March 11, 2025
• in eclairs(), if svd() fails fall back on irlba()
• sumInverseCorr() has upper bound of p
• fix docs

decorrelate 0.1.2

• April 23, 2024
• use dmult() instead of transposing
• estimate nu to give correlation matrix close to having diagonals 1

decorrelate 0.1.1

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

decorrelate 0.1.0

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

decorrelate 0.0.19

• Jan 02, 2024
• add mahalanobisDistance()

decorrelate 0.0.18

• Sept 18, 2023
• add averageCorr(), averageCorrSq() and sumInverseCorr()
• add tests for these functions
• add alpha parameter to quadForm()

decorrelate 0.0.17

• add n.samples argument to

decorrelate 0.0.16

• add eclairs_sq

decorrelate 0.0.15

• use irlba for SVD instead of PRIMME
• improve documentation

decorrelate 0.0.14

• add series_start_total() and use it in estimate_lambda_eb() for partial SVD
• this substantially improves estimation of lambda when partial SVD is used
• add averageCorr()

decorrelate 0.0.13

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

decorrelate 0.0.12

• fastcca() and cca() give equivalent results
• but canonical variates are rotated with respect to each other

decorrelate 0.0.11

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

decorrelate 0.0.10

• Sept 13, 2021
• add `fastcca() and cca()

decorrelate 0.0.9

• Sept 7, 2021
• add kappa() to compute condition number
• add logDet() to compute log determinant
• add cca() for canonical correlation analysis
• simplify examples

decorrelate 0.0.8

• July 3-12, 2021
• getCov() and getCor() now have lambda argument
• plot() for eclairs shows arrow on right for zero eigen-values
• estimate_lambda_eb() now returns logML for estimated or specified lambda
• this is stored by eclairs()

decorrelate 0.0.7

• June 1, 2021
• add whiten() that combines eclairs() and decorrelate() into one function call
• add eclairs_corMat() to perform decomposition on correlation matrix
• extend reform_decomp2() to work with result of eclairs_corMat()

decorrelate 0.0.6

• May 25, 2021
• add estimate_lambda_eb() to perform empirical Bayes estimation of lambda
• works for truncated SVD by setting missing ev’s to the mean residual variance
• this makes estimation of lambda stable for varying ranks
• add plot() for eclairs

decorrelate 0.0.5

• add reform_decomp()
• improve documentation

decorrelate 0.0.4

• add lm_eclairs() and lm_each_eclairs()
• add R/lm_projection.R

decorrelate 0.0.1

• initial version

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.