TableOfReal: Standardize columns

Standardizes each column of the selected TableOfReal.

The entries xij in the TableOfReal will change to:

(xijμj) / σj,

where μj and σj are the mean and the standard deviation as calculated from the jth column, respectively. After standardization all column means will equal zero and all column standard deviations will equal one.

Algorithm

Standard deviations are calculated with the corrected two-pass algorithm as described in Chan, Golub & LeVeque (1983).

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© djmw, April 28, 1999