dynare/matlab/utilities/general/demean.m

32 lines
1016 B
Matlab

function c = demean(x)
% Removes the mean of each column of a matrix.
%
% INPUTS
% - x [double] T*N matrix of data.
%
% OUTPUTS
% - c [double] T*N matrix of demeaned data.
% Copyright © 2011-2018 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 <https://www.gnu.org/licenses/>.
if ndim(x)>2
error('This function is not implemented for arrays with dimension greater than two!')
end
c = bsxfun(@minus, x, nanmean(x));