TMtx.ZScore Method

TMtx Class

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
TMtx Data;
Res TMtx;
Data = TMtx.Create;
Res = TMtx.Create;
try
    {
        Data.SetIt(3,3,false,[1,2,3,
        4,5,6,
        7,100,12]);
        Res.ZScore(Data);
        // result = (-1 -0,604  -0,873,
        //            0 -0,55   -0,218
        //            1  1,154   1,091)
    }
finally
    {
        Data.Free;
        Res.Free;
    }