Provides the whitening transformation methods: ZCA, ZCA-cor, PCA and PCA-cor. Additionally, dimensionality reduction using principal component analysis is supported as the generalization of a whitening transformation. See the documentation for more details.
- Kessy, Agnan, Alex Lewin, and Korbinian Strimmer. "Optimal whitening and decorrelation." The American Statistician 72.4 (2018): 309-314. doi:10.1080/00031305.2016.1277159