Matrix.ZScore Method

TMtx ZScore(TMtx Src)

Transforms matrix into matrix of standardized data.

#NameTypeDescription
1SrcTMtxsource TMtx

Result: stored in self (calling object), returns self for chaining

Remarks:

The routine uses Data matrix and transforms it into ZScore matrix of standardized data (the so called Z Scores). The standardization of each column (variable) is made by subtracting its mean and dividing by its standard deviation:

Z(Column) = (Column - Mean(Column))/StdDev(Column)

Examples
Matrix Data;
Matrix Res;
Data.SetIt(3,3,false,[1,2,3,
4,5,6,
7,100,12]);
Res.ZScore(Data);
// Res = (-1    -0,604  -0,873,
//            0 -0,55   -0,218
//            1  1,154   1,091)