Simple icawhitening function.

Icawhitens the input matrix using SVD and returns the result.

icawhiten(Xin, n.comp, verbose = FALSE)

Arguments

Xin

input matrix
n.comp

number of components on which to project
verbose

bool

Value

matrix is output

Examples


mat <- matrix(c(rep(1,100),rep(0,200)),ncol=50)
wmat<-icawhiten( mat, 2 )