normalize {aqr}R Documentation

Normalizes an input matrix along certain dimensions to a range from 0 to 1. Retains the matrix class, such as XTS, ZOO, etc.

Description

Normalizes an input matrix along certain dimensions to a range from 0 to 1. Retains the matrix class, such as XTS, ZOO, etc.

Usage

normalize(inputMatrix, normRange = 1)

Arguments

inputMatrix

an input matrix with numbers, NAs not allowed.

normRange

specifies by which range to normalize, 0 = entire matrix, 1 = per row, 2 = per column

Value

a normalized copy of the input matrix


[Package aqr version 0.5 Index]