[Gretl-users] Re: Request for cdemean()

Am 13.11.2019 um 10:33 schrieb Riccardo (Jack) Lucchetti: > On Wed, 13 Nov 2019, Stefano Fachin wrote: > >> >> I think adding this to the GUI and extend it to operate on lists is a >> great idea. We should be careful about definitions, though - >> "standardize" means "center on the mean AND divide by standard >> deviation". Probably something more neutral like "scale" or "rescale" >> is more suitable for a function which can be flagged to either center >> only or center + divide by s.d. (with or without d.f. correction) > > I think Stefano has a point here; if I had to choose, I'd go by > "rescale". IMHO, if a very generic name is chosen (which in principle is fine with me) then I would suggest to put more thought and perhaps more functionality into it. For example R's scale function (https://www.rdocumentation.org/packages/base/versions/3.6.1/topics/scale) allows to give obs-specific values to be subtracted (for centering) and other obs-specific values for division (scaling as such). Also I would like to mention a specific use case, namely recursive recentering. Say x is a T-element column vector then for the wanted result m we would have m[t] = x[t] - mean(x[1:t]). This could of course be generalized to recursive standardization. (And I hear somebody already screaming for rolling recentering :-)