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scalation.analytics

MatrixTransform

object MatrixTransform

The MatrixTransform object is used to transform the columns of a data matrix 'x'. Such pre-processing of the data is required by some modeling techniques.

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  1. def center(x: MatriD, mu_x: VectoD): MatriD

    Center the matrix 'x' to zero mean, column-wise, by subtracting the mean.

    Center the matrix 'x' to zero mean, column-wise, by subtracting the mean.

    x

    the matrix to center

    mu_x

    the vector of column means of matrix x

  2. def denormalize(x_n: MatriD, mu_x: VectoD, sig_x: VectoD): MatriD

    Denormalize the matrix 'x_n' from zero mean and unit standard deviation, column-wise, by multiplying by the standard deviation and adding the mean.

    Denormalize the matrix 'x_n' from zero mean and unit standard deviation, column-wise, by multiplying by the standard deviation and adding the mean.

    x_n

    the matrix to normalize

    mu_x

    the vector of column means of matrix x_n

    sig_x

    the vector of column standard deviations of matrix x_n

  3. def normalize(x: MatriD, mu_x: VectoD, sig_x: VectoD): MatriD

    Normalize the matrix 'x' to zero mean and unit standard deviation, column-wise, by subtracting the mean and dividing by standard deviation

    Normalize the matrix 'x' to zero mean and unit standard deviation, column-wise, by subtracting the mean and dividing by standard deviation

    x

    the matrix to normalize

    mu_x

    the vector of column means of matrix x

    sig_x

    the vector of column standard deviations of matrix x

  4. def scale(x: MatriD, min_x: VectoD, max_x: VectoD, lb: Double = 0.0, ub: Double = 1.0): MatriD

    Scale the matrix 'x' to the range 'lb to 'ub', column-wise.

    Scale the matrix 'x' to the range 'lb to 'ub', column-wise.

    x

    the matrix to scale

    min_x

    the vector of column minima of matrix x

    max_x

    the vector of column maxima of matrix x

    lb

    the lower bounds

    ub

    the upper bounds

  5. def scaleV(x: VectoD, min_x: Double, max_x: Double, lb: Double = 0.0, ub: Double = 1.0): VectoD

    Scale the vector 'x' to the range 'lb' to 'ub'.

    Scale the vector 'x' to the range 'lb' to 'ub'.

    x

    the matrix to scale

    min_x

    the vector of column minima of matrix x

    max_x

    the vector of column maxima of matrix x

    lb

    the lower bounds

    ub

    the upper bounds

  6. def uncenter(x_c: MatriD, mu_x: VectoD): MatriD

    Uncenter the matrix 'x_c' from zero mean, column-wise, by adding the mean.

    Uncenter the matrix 'x_c' from zero mean, column-wise, by adding the mean.

    x_c

    the matrix to uncenter

    mu_x

    the vector of column means of matrix x_c

  7. def unscale(x_s: MatriD, min_x: VectoD, max_x: VectoD, lb: Double = 0.0, ub: Double = 1.0): MatriD

    Unscale the matrix 'x_s' from the range 'lb' to 'ub', column-wise.

    Unscale the matrix 'x_s' from the range 'lb' to 'ub', column-wise.

    x_s

    the matrix to unscale

    min_x

    the vector of column minima of matrix x_s

    max_x

    the vector of column maxima of matrix x_s

    lb

    the lower bounds

    ub

    the upper bounds

  8. def unscaleV(x: VectoD, min_x: Double, max_x: Double, lb: Double = 0.0, ub: Double = 1.0): VectoD

    Unscale the vector 'x' from the range 'lb' to 'ub'.

    Unscale the vector 'x' from the range 'lb' to 'ub'.

    x

    the matrix to scale

    min_x

    the vector of column minima of matrix x

    max_x

    the vector of column maxima of matrix x

    lb

    the lower bounds

    ub

    the upper bounds