refactor(whitener): add Whitener to whiten a 2D matrix

xarray-contrib / xeofs

Comprehensive EOF analysis in Python with xarray: A versatile, multidimensional, and scalable tool for advanced climate data analysis

https://xeofs.readthedocs.io/

MIT License

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refactor(whitener): add Whitener to whiten a 2D matrix #185

Closed nicrie closed 2 months ago

nicrie commented 2 months ago

This PR introduces a Whitener transformer that applies fractional whitening to any 2D DataArray. It's a building block for implementing Continuous Power CCA by Swenson (2015) (see #178).