flag to centre the data values to have zero mean. Default is FALSE.
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 diag (S_1^2,
S_2^2, ..., S_d^2) where
S_i^2 is the i-th marginal sample variance.
Value
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.