## [41a2fe]: / inst / scale_data.m  Maximize  Restore  History

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45``` ```# Copyright (C) 2003,2004 Michael Creel # # This program 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 2 of the License, or # (at your option) any later version. # # This program 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 this program; If not, see . # Standardizes and normalizes data matrix, # primarily for use by BFGS function [zz, scalecoefs] = scale_data(z); n = rows(z); k = columns(z); # Scale data s = std(z)'; test = s != 0; s = s + (1 - test); # don't scale if column is a constant (avoid div by zero) A = diag(1 ./ s); # De-mean all variables except constant, if a constant is present test = std(z(:,1)) != 0; if test bb = zeros(n,k); b = zeros(k,1); else b = -mean(z)'; test = std(z)' != 0; # don't take out mean if the column is a constant, to preserve identification b = b .* test; b = A*b; bb = (diag(b) * ones(k,n))'; endif zz = z*A + bb; scalecoefs = {A,b}; endfunction ```