Changes in version 0.1.6 - July 9, 2025 - submit to CRAN Changes in version 0.1.5 - April 2, 2025 - update docs - update sumInverseCorr() Changes in version 0.1.4 - March 20, 2025 - update docs - update sumInverseCorr() based on direction Changes in version 0.1.3 - March 11, 2025 - in eclairs(), if svd() fails fall back on irlba() - sumInverseCorr() has upper bound of p - fix docs Changes in version 0.1.2 - April 23, 2024 - use dmult() instead of transposing - estimate nu to give correlation matrix close to having diagonals 1 Changes in version 0.1.1 - Feb 27, 2024 - update all functions to process covariance by shrinking correlation and retaining variance information Changes in version 0.1.0 - Feb 27, 2024 - update all functions to process covariance by shrinking correlation and retaining variance information Changes in version 0.0.19 - Jan 02, 2024 - add mahalanobisDistance() Changes in version 0.0.18 - Sept 18, 2023 - add averageCorr(), averageCorrSq() and sumInverseCorr() - add tests for these functions - add alpha parameter to quadForm() Changes in version 0.0.17 - add n.samples argument to \code{eclairs()} Changes in version 0.0.16 - add eclairs_sq Changes in version 0.0.15 - use irlba for SVD instead of PRIMME - improve documentation Changes in version 0.0.14 - add series_start_total() and use it in estimate_lambda_eb() for partial SVD - this substantially improves estimation of lambda when partial SVD is used - add averageCorr() Changes in version 0.0.13 - add redundancy index as x.ri, y.ri - add effective variance and effective dependency metrics Changes in version 0.0.12 - fastcca() and cca() give equivalent results - but canonical variates are rotated with respect to each other Changes in version 0.0.11 - Scale Cxy by sqrt(1-lambda.x)*sqrt(1-lambda.y) - Add Cramer's V statistic Changes in version 0.0.10 - Sept 13, 2021 - add ``fastcca()andcca()` Changes in version 0.0.9 - Sept 7, 2021 - add kappa() to compute condition number - add logDet() to compute log determinant - add cca() for canonical correlation analysis - simplify examples Changes in version 0.0.8 - July 3-12, 2021 - getCov() and getCor() now have lambda argument - plot() for eclairs shows arrow on right for zero eigen-values - estimate_lambda_eb() now returns logML for estimated or specified lambda - this is stored by eclairs() Changes in version 0.0.7 - June 1, 2021 - add whiten() that combines eclairs() and decorrelate() into one function call - add eclairs_corMat() to perform decomposition on correlation matrix - extend reform_decomp2() to work with result of eclairs_corMat() Changes in version 0.0.6 - May 25, 2021 - add estimate_lambda_eb() to perform empirical Bayes estimation of lambda - works for truncated SVD by setting missing ev's to the mean residual variance - this makes estimation of lambda stable for varying ranks - add plot() for eclairs Changes in version 0.0.5 - add reform_decomp() - improve documentation Changes in version 0.0.4 - add lm_eclairs() and lm_each_eclairs() - add R/lm_projection.R Changes in version 0.0.1 - initial version