Functions to standardize and whiten data, and an implementation of Principal Component Analysis (PCA). All three transformations are implemented as a common class coords which allows to easily convert data from and to the new coordinate system.
Copyright (C) 2018 Jochen Voss
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.