Gw mau tau Removing correlation dari Korélasi. Jelasin dalam bahasa sunda

It is always possible to remove the correlation between zero-méan random variables with a linéar transform, even if the relationship between the variables is nonlinéar.  Suppose a vector of n random variables is sampled m times.  Let X be a matrix where  is the jth variable of sample i.  Let  be an r by c matrix with every element 1.  Then D is the data transformed so every random variable has zero méan, and T is the data transformed so all variables have zero méan, unit variance, and zero correlation with all other variables.

where an exponent of -1/2 represents the matrix square root of the inverse of a matrix.  The covariance matrix of T will be the identity matrix.  If a new data sample x is a row vector of n elements, then the same transform can be applied to x to get the transformed vectors d and t: