standardize.ct {ctmva}

Center and scale a continuous-time multivariate data set

Description

Subtracts the (continuous-time) mean and divides by the (continuous-time) standard deviation of each of the variables. This is the continuous-time analogue of taking an n \times p data matrix, subtracting the mean of each column, and dividing by the standard deviation of each column, as is done by scale(..., center=TRUE, scale=TRUE).

Usage

standardize.ct(fdobj)

Arguments

fdobj

continuous-time multivariate data set of class "fd"

Value

A standardized (centered and scaled) version of the input data.

Author(s)

Philip Tzvi Reiss <[e-mail]>

See Also

center.ct