What is the meaning of the first {T} in this function declaration? Is it a return type? function zca{T}(o::Whiten{T}) y = .... Newbie, coming from numpy.

More concretely, the stuff that appears within those {} brackets in function definition syntax f{…}(…) define the names that are used as TypeVars in the argument list that follows. TypeVars are kinda like wildcards; they try to match against the arguments that you pass. Those names are then bound t…