From: Juan Carlos Borrás <jcborras_at_gmail.com>

Date: Thu, 07 Apr 2011 16:56:16 +0300

colnames(z) <- c('x','y')

par(mfrow=c(1,3))

plot(z, pch=5, col="blue")

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 07 Apr 2011 - 13:58:30 GMT

Date: Thu, 07 Apr 2011 16:56:16 +0300

Hi all,

I am whitening my data:

N <- 300 M <- 2 x <- matrix(data=rnorm(N*M, 0, 3)-10, ncol=M, nrow=N) y <- matrix(c(1,-2,-2,1), ncol=M, nrow=M) z <- data.frame(x %*% y)

colnames(z) <- c('x','y')

par(mfrow=c(1,3))

plot(z, pch=5, col="blue")

whiten <- function(x) { (x-mean(x))/sd(x) }

zz <- transform(z, x=whiten(x), y=whiten(y)) plot(zz, pch=3, col="red")

Could someone provide me with some hint on whether the attempted trick
above is possible and how to proceed further?
Thanks in advance.

jcb!

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