function [y, meany, stdy] = standardize_columns(x) % [y, meany, stdy] = standardize_columns(x) % Standardise a matrix by columns % % [x,my,sy]=stand(y) % % Inputs: % - x: Time series (column matrix) % % - y: standardised equivalent of x % - meany: Vector of mean values for each column of x % - stdy: Vector of standard deviations for each column of x % % Written by Marco Ratto % Joint Research Centre, The European Commission, % marco.ratto@ec.europa.eu % Copyright © 2012 European Commission % Copyright © 2012-2023 Dynare Team % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . if nargin==0 return end meany=NaN(size(x,2),1); stdy=NaN(size(x,2),1); y=NaN(size(x)); for j=1:size(x,2) meany(j)=mean(x(~isnan(x(:,j)),j)); stdy(j)=std(x(~isnan(x(:,j)),j)); y(:,j)=(x(:,j)-meany(j))./stdy(j); end