RELEASE HISTORY OF THE "whitening" PACKAGE 1.4.0 - depends now R >= 3.5.0 - new data set pitprops14 - new function explainedVariation() - reverted back to a single Cholesky whitening procedure (as Chol-cov and Chol-prec are really the same, just reversed ordering). Default is now lower triangular loadings. - whiteningCrossCov() depricated. - Instead whiteningLoadings() returns both loadings Phi and cross-correlation loadings Psi with the columns corresponding to the latent variables - simOrtho() has positiveDiag option - whiten() and other functions now label the latent variables (L1, L2, etc) - whitening matrix and cross-cov matrix now also labelled (both rows and columns) - whitening method used now attached as method attribute Version 1.3.0: - update URLs - new function simOrtho() to simulate random orthogonal matrices. Version 1.2.0: - new whitening options "Chol.cov" and "Chol.prec" added. - new function whiteningCrossCov() to compute the cross-covariance matrix for a given whitening transformation. Version 1.1.1: - References to Kessy et al (2018) and Jendoubi and Strimmer (2019) updated. - whiten() now has "center" option. - New data set "forina1986" added (extended version of UCI wine data set) Version 1.1.0: - The functions scca() and cca() now also compute the loadings for X and Y. - The data sets "lusc" and "nutrimouse" are now included. - Updated nutrimouse data analysis script, and added R code for example analysis of lusc data. - Two functions loadplot() and corplot() have been added. Version 1.0.0: - Public release on 3 March 2018. This package contains functions for computing whitening matrices, for whitening data, and for (shrinkage) estimation of canonical correlations and directions.