safeColScale: Safe Centering and Scaling of Columns
In cvCovEst: Cross-Validated Covariance Matrix Estimation

safeColScale

R Documentation

Safe Centering and Scaling of Columns

Description

safeColScale() is a safe utility for centering and scaling an input matrix X. It is intended to avoid the drawback of using scale() on data with constant variance by adding a small perturbation to truncate the values in such columns. Also, this is faster than scale() through relying on 'matrixStats for a key internal computation.

Usage

safeColScale(
  X,
  center = TRUE,
  scale = TRUE,
  tol = .Machine$double.eps,
  eps = 0.01
)

Arguments

`X`	An input `matrix` to be centered and/or scaled. If `X` is not of class `matrix`, then it must be coercible to such.
`center`	A `logical` indicating whether to re-center the columns of the input `X`.
`scale`	A `logical` indicating whether to re-scale the columns of the input `X`.
`tol`	A tolerance level for the lowest column variance (or standard deviation) value to be tolerated when scaling is desired. The default is set to `double.eps` of machine precision `.Machine`.
`eps`	The desired lower bound of the estimated variance for a given column. When the lowest estimate falls below `tol`, it is truncated to the value specified in this argument. The default is 0.01.