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