Matrix.ZScore Method

Transforms matrix into matrix of standardized data.

Pascal

function ZScore(const Src: TMtx): TMtx; overload;

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:

Column - Mean(Column) Z(Column) = ----------------------- StdDev(Column)

Example

var Data, Res: Matrix; begin Data.SetIt(3,3,false,[1,2,3, 4,5,6, 7,100,12]); Res.ZScore(Data); // Res = (-1 -0,604 -0,873, // 0 -0,55 -0,218 // 1 1,154 1,091) end;

Matrix Record, Matrix Members, MtxExpr Namespace, public, Example

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