standmat {sSDR} | R Documentation |
Matrix standardization
standmat(x)
x |
A n x p matrix of n observations and p predictors. |
This function standardizes a matrix treating each row as a random vector in an iid sample. It returns a n x p matrix with column-mean zero and identity-covariance matrix.
A n x p matrix of n observations and p predictors.
data <- gen.data(n=100)
x.std <- standmat(data$X)