Nothing
standard.matrix <- function(X,piv){
# given a matrix of support points X and a corresponding vector of probabilities piv
# (number of rows of X is equal to the number of elements of piv) compute the mean
# for each dimension, the variance covariance matrix, the correlation matrix, spearman
# correlation matrix, and the standarized matrix Y
n = nrow(X)
k = ncol(X)
mu = as.vector(t(X)%*%piv)
V = t(X)%*%((piv%o%rep(1,k))*X)-mu%o%mu
si2 = diag(V)
si = sqrt(si2)
if(k==1){
Cor = 1
Sper = 1
}else{
Cor = diag(1/si)%*%V%*%diag(1/si)
R = apply(X,2,rank)
muR = as.vector(t(R)%*%piv)
VR = t(R)%*%((piv%o%rep(1,k))*R)-muR%o%muR
si2R = diag(VR)
siR = sqrt(si2R)
Sper = diag(1/siR)%*%VR%*%diag(1/siR)
}
Y = (X-rep(1,n)%o%mu)/(rep(1,n)%o%si)
out = list(mu=mu,V=V,si2=si2,si=si,Cor=Cor,Sper=Sper,Y=Y)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.