46 lines
1.4 KiB
Matlab
46 lines
1.4 KiB
Matlab
function [y, meany, stdy] = standardize_columns(x)
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% [y, meany, stdy] = standardize_columns(x)
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% 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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% Inputs:
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% - x: Time series (column matrix)
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%
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% - y: standardised equivalent of x
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% - meany: Vector of mean values for each column of x
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% - stdy: Vector of standard deviations for each column of x
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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 © 2012 European Commission
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% Copyright © 2012-2023 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 <https://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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meany=NaN(size(x,2),1);
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stdy=NaN(size(x,2),1);
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y=NaN(size(x));
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for j=1:size(x,2)
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meany(j)=mean(x(~isnan(x(:,j)),j));
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stdy(j)=std(x(~isnan(x(:,j)),j));
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y(:,j)=(x(:,j)-meany(j))./stdy(j);
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end |