Apply a normalisation transformation to vectors of data onto ellipsoids
Takes a vector x and transforms the points onto the same geometry of
a normalised ellipse given by the inverse of the covariance matrix
SigSqrt and the location mu
ellipsoidTransform(x, SigSqrt, mu)
x |
the vector of data points to be transformed |
SigSqrt |
the inverse of the covariance matrix |
mu |
the vector of means of the ellipse |
A vector of transformed data points
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.