pre.transform function

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)

Arguments

• x: matrix of data values
• mean.centred: flag to centre the data values to have zero mean. Default is FALSE.

Returns

Pre-sphered or pre-scaled version of data. These pre-transformations are required for implementing the plug-in Hpi selectors and the smoothed cross validation Hscv selectors.

Details

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 c("$diag (S_1^2,\n$", "$S_2^2, ..., S_d^2)$") where $S_i^2$ is the i-th marginal sample variance.

Examples

data(unicef)
unicef.sp <- pre.sphere(as.matrix(unicef))