Pre-sphering and pre-scaling
Pre-sphered or pre-scaled version of data.
pre.sphere(x, mean.centred=FALSE) pre.scale(x, mean.centred=FALSE)
x |
matrix of data values |
mean.centred |
flag to centre the data values to have zero mean. Default is FALSE. |
For pre-scaling, the data values are pre-multiplied by S^(-1/2) and for pre-scaling, by S_D^(-1/2) where S is the sample variance and S_D is diag (S_1^2, S_2^2, ..., S_d^2) where S_i^2 is the i-th marginal sample variance.
data(unicef) unicef.sp <- pre.sphere(as.matrix(unicef))
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