stdize (Series)
Standardize tseries data by subtracting mean and dividing by std deviation
Syntax
[x, meanX, stdX] = stdize(x, ~normalize)
Input arguments marked with a
~sign may be omitted
Input arguments
x [ TimeSubscriptable ]
Input time series whose data will be normalized.
~normalize [ 0 | 1 ]
Setting
normalize=0normalizes the std deviation by N-1,normalize=1normalizes by N, where N is the sample length.
Output arguments
x [ TimeSubscriptable ]
Output time series with standardized data.
meanX [ numeric ]
Estimated mean subtracted from the input time series observations.
stdX [ numeric ]
Estimated std deviation by which the input time series observations have been divided.
Options
zzz=default [ zzz | ___ ]
Description
Description
Examples