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

1

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

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

Author(s)

James J Balamuta

See Also

cIRT

Examples

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