whitening page on CRAN.

The "whitening" package implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) as well as the whitening approach to Canonical Correlation Analysis (CCA) allowing negative canonical correlations described in Jendoubi and Strimmer (2019).

Current Version: 1.2.0

Authors: Korbinian Strimmer, Takoua Jendoubi, Agnan Kessy, and Alex Lewin.

Documentation and Installation:

Quick install: enter at the R console: install.packages("whitening")


R Code for Kessy, Lewin, and Strimmer (2018):

R Code for Jendoubi and Strimmer (2019):