center_matrix {cIRT}

Center a Matrix

Description

Obtains the mean of each column of the matrix and subtracts it from the given matrix in a centering operation.

Usage

center_matrix(x)

Arguments

x

A matrix with any dimensions

Details

The application of this function to a matrix mimics the use of a centering matrix given by:

{C_n} = {I_n} - \frac{1}{n}{11^T}

Value

A matrix with the same dimensions of X that has been centered.

Author(s)

James Joseph Balamuta

See Also

cIRT()

Examples

nobs = 500
nvars = 20
x = matrix(rnorm(nobs * nvars), nrow = nobs, ncol = nvars) 
r_centered = scale(x) 
arma_centered1 = center_matrix(x)