Standardizes a design matrix
The function std accepts a design matrix and returns a standardized version of that matrix (i.e., each column will have mean 0 and mean sum of squares equal to 1).
std(X)
X |
A matrix (or object that can be coerced to a matrix, such as a data frame or numeric vector). |
This function centers and scales each column of X so that
sum(X[,j])=0
and
mean(X[,j]^2)=1
for all j. This is usually not necessary to call directly, as ncvreg internally standardizes the design matrix, but inspection of the standardized design matrix can sometimes be useful. This differs from the base R function scale in two ways:
scale uses the sample standard deviation sqrt(sum(x^2)/(n-1)), while std uses the root-mean-square (population) standard deviation sqrt(mean(sum(x^2)))
std is faster.
The standardized design matrix, with the following attribues:
center, scale: mean and standard deviation used to scale the columns
nonsingular: A vector indicating which columns of the original design matrix were able to be standardized (constant columns cannot be standardized to have a standard deviation of 1)
X <- matrix(rnorm(50), 10, 5) S <- std(X) apply(S, 2, sum) apply(S, 2, function(x) mean(x^2))
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