Package: decorrelate
Type: Package
Title: Decorrelation Projection Scalable to High Dimensional Data
Version: 0.1.6.4
Date: 2025-06-18
Authors@R: 
  c(person(given = "Gabriel",
           family = "Hoffman",
           role = c("aut", "cre"),
           email = "gabriel.hoffman@mssm.edu",
           comment = c(ORCID = "0000-0002-0957-0224")))
Description: Data whitening is a widely used preprocessing step to remove correlation structure since statistical models often assume independence. Here we use a probabilistic model of the observed data to apply a whitening transformation. This Gaussian Inverse Wishart Empirical Bayes model substantially reduces computational complexity, and regularizes the eigen-values of the sample covariance matrix to improve out-of-sample performance.
License: Artistic-2.0
Encoding: UTF-8
URL: https://gabrielhoffman.github.io/decorrelate/
BugReports: https://github.com/GabrielHoffman/decorrelate/issues
Suggests: knitr, pander, whitening, CCA, yacca, mvtnorm, ggplot2,
        cowplot, colorRamps, RUnit, latex2exp, clusterGeneration,
        rmarkdown
Depends: R (>= 4.2.0), methods
Imports: Rfast, irlba, graphics, Rcpp, CholWishart, Matrix, utils,
        stats
RoxygenNote: 7.3.2
VignetteBuilder: knitr
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2025-07-18 12:21:58 UTC; gabrielhoffman
Author: Gabriel Hoffman [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-0957-0224>)
Maintainer: Gabriel Hoffman <gabriel.hoffman@mssm.edu>
Repository: CRAN
Date/Publication: 2025-07-18 13:10:03 UTC
Built: R 4.7.0; x86_64-w64-mingw32; 2026-04-28 03:32:43 UTC; windows
Archs: x64
