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). The code has been adapted from the
ncvreg package (Breheny and Huang, 2011).
A matrix (or object that can be coerced to a matrix, such as a data frame).
This function centers and scales each column of
X so that
for all j. This is usually not necessary to call directly, as
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: (1)
uses the sample standard deviation
std uses the root-mean-square, or population, standard
sqrt(mean(sum(x^2))), and (2)
std is faster. The reason for using the population standard deviation is that
SSLASSO assumes that the columns of the design matrix have been scaled to have norm
The standardized design matrix, with attribues "center" and "scale" corresponding to the mean and (population) standard deviation used to scale the columns.
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