base-scale: Center and scale 'timeSeries' objects

In timeSeries: Financial Time Series Objects (Rmetrics)

Center and scale 'timeSeries' objects

Description

Center and scale a "timeSeries" object.

Usage

## S4 method for signature 'timeSeries'
scale(x, center = TRUE, scale = TRUE)

Arguments

x	an object from class "timeSeries".
center, scale	a numeric vector or a logical value, see ‘Details’.

Details

scale centers and/or scales the columns of a "timeSeries" object.

The value of center determines how column centering is performed. If center is a numeric vector with length equal to the number of columns of x, then each column of x has the corresponding value from center subtracted from it. If center is TRUE then centering is done by subtracting the column means (omitting NAs) of x from their corresponding columns, and if center is FALSE, no centering is done.

The value of scale determines how column scaling is performed (after centering). If scale is a numeric vector with length equal to the number of columns of x, then each column of x is divided by the corresponding value from scale. If scale is TRUE then scaling is done by dividing the (centered) columns of x by their standard deviations if center is TRUE, and the root mean square otherwise. If scale is FALSE, no scaling is done.

Value

a centered and/or scaled "timeSeries" object

Examples

   
## Load Series:
   x <- 100* LPP2005REC[, c("SBI", "SPI")]
   
## Scale and Center -
   X <- scale(x)
   hist(X[, 1], prob=TRUE)
   s <- seq(-3, 3, length=201)
   lines(s, dnorm(s), col="red")  

timeSeries documentation built on Sept. 30, 2024, 9:15 a.m.