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DescriptiveStatisticsMatrixStandardize Method

Standardize all series in data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Standardize

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static void Standardize(
	this Matrix data,
	Vector mean = null,
	Vector std = null,
	bool populationDeviation = true
)

Parameters

data
Type: FinMath.LinearAlgebraMatrix
Data matrix to transform.
mean (Optional)
Type: FinMath.LinearAlgebraVector
Vector to store mean values (or null if this values are not required).
std (Optional)
Type: FinMath.LinearAlgebraVector
Vector to store standard deviation values (or null if this values are not required).
populationDeviation (Optional)
Type: SystemBoolean
trueIf this flag is true (default), then function scales data using the sample population deviation, with N in the denominator of the standard deviation formula.falseIf this flag is false, then function scales data using the sample standard deviation, with (N - 1) in the denominator of the standard deviation formula.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Matrix. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also