X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fscale_data.m;fp=octave_packages%2Feconometrics-1.0.8%2Fscale_data.m;h=a103e4d51b418f98b8d1223a01d753b33a576d59;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/econometrics-1.0.8/scale_data.m b/octave_packages/econometrics-1.0.8/scale_data.m
new file mode 100644
index 0000000..a103e4d
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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