Am 12.11.2019 um 17:59 schrieb Riccardo (Jack) Lucchetti:
On Tue, 12 Nov 2019, Sven Schreiber wrote:
> Yes, why not. I think I would like 'stdize' best. (Don't know what
> exactly scale does in R, but it sounds even more general.)
Proposal:
stdize
Output: same as input
Arguments: Y (matrix or list)
flag (integer)
Returns the demeaned version of the data contained in Y, optionally
scaling each series/column by a normalizing factor, as dictated by the
optional argument flag. If flag = 0 (the default), no scaling is
performed.
Actually, for a name 'stdize' I would like to have the division by the
SD as the default. Otherwise go back to the name 'center' or 'demean' or
whatever.
Otherwise, the sample standard deviation is used, with two possible
variants: with or without the degrees-of-freedom adjustment (flag = 1
or 2, respectively).
The last time we discussed this Allin didn't want to have the two
options rolled into one argument, although I didn't really understand
why. Let's see what his reaction is going to be this time ;-)
cheers
sven