Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / econometrics-1.0.8 / scale_data.m

diff --git a/octave_packages/econometrics-1.0.8/scale_data.m b/octave_packages/econometrics-1.0.8/scale_data.m
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+++ b/octave_packages/econometrics-1.0.8/scale_data.m
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+# Copyright (C) 2003,2004  Michael Creel <michael.creel@uab.es>
+#
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+# Standardizes and normalizes data matrix,
+# primarily for use by BFGS
+
+function [zz, scalecoefs] = scale_data(z);
+
+       n = rows(z);
+       k = columns(z);
+
+       # Scale data
+       s = std(z)';
+       test = s != 0;
+       s = s + (1 - test); # don't scale if column is a constant (avoid div by zero)
+       A = diag(1 ./ s);
+
+       # De-mean all variables except constant, if a constant is present
+       test = std(z(:,1)) != 0;
+       if test
+               bb = zeros(n,k);
+               b = zeros(k,1);
+       else
+               b = -mean(z)';
+               test = std(z)' != 0;
+               # don't take out mean if the column is a constant, to preserve identification
+               b = b .* test;
+               b = A*b;
+               bb = (diag(b) * ones(k,n))';
+       endif
+       zz = z*A + bb;
+       scalecoefs = {A,b};
+endfunction