standardize {dse1}R Documentation

standardize data

Description

Convert data to mean zero, standard deviation one. This does not remove cross correlations between series.

Usage

standardize(ser)

Arguments

ser A vector time matrix.

Value

A time series matrix.

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
z <- standardize(outputData(eg1.DSE.data.diff))

[Package dse1 version 2005.1-1 Index]