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
Config/pak/sysreqs: cmake
Repository: https://gabrielhoffman.r-universe.dev
Date/Publication: 2025-07-24 00:17:56 UTC
RemoteUrl: https://github.com/gabrielhoffman/decorrelate
RemoteRef: HEAD
RemoteSha: e84c0eb5b06f0f45a565f5ebcc1ad31ea57a75b8
NeedsCompilation: yes
Packaged: 2026-10-17 07:07:16 UTC; root
Author: Gabriel Hoffman [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-0957-0224>)
Maintainer: Gabriel Hoffman <gabriel.hoffman@mssm.edu>