library(far)
data <-
data.frame(x = rnorm(30, 0, 1.5),
y = rnorm(30, 0, 1.5),
z = rnorm(30, 0, 1.5))
y <-
orthonormalization(data,basis=FALSE, norm=TRUE)
# basis = TRUE squares columns.
crossprod(y) # Check that diagonals are 1 and off-diagonals close to zero
cor(y[,1], y[,3])