standmat {sSDR}

Matrix standardization

Description

Matrix standardization

Usage

standmat(x)

Arguments

x

A n x p matrix of n observations and p predictors.

Details

This function standardizes a matrix treating each row as a random vector in an iid sample. It returns a n x p matrix with column-mean zero and identity-covariance matrix.

Value

A n x p matrix of n observations and p predictors.

Examples

data <- gen.data(n=100)
x.std <- standmat(data$X)