lcovPca {rSFA} | R Documentation |
Performs PCA _and_ whitening on the covariance object referenced by lcov. CAUTION: can be numerically instable if covariance matrix is singular, better use LCOV_PCA2 instead /W. Konen/
lcovPca(lcov, dimRange = NULL)
lcov |
A list that contains all information about the handled covariance-structure |
dimRange |
A number or vector for dimensionality reduction: |
returns a list: $W is the whitening matrix, $DW the dewhitening matrix and $D an array containing a list of the eigenvalues. $kvar contains the total variance kept in percent.
lcovFix(lcov) has to be used before this function is applied