blockNorm {prospectr} | R Documentation |
Sum of squares block weighting: allows to scale blocks of variables, but keeping the relative weights of the variables inside a block.
blockNorm(X,targetnorm=1)
X |
|
targetnorm |
desired sum of squares for a block of variables (default = 1) |
The function computes a scaling factor, which, multiplied
by the input matrix
, produces a matrix
with a
pre–determined sum of squares.
a list
with components Xscaled
, the scaled
matrix and f
, the scaling factor
This is a R port of the ‘MBnorm.m’ function of the MB matlab toolbox by Fran van den Berg (http://www.models.life.ku.dk/~courses/MBtoolbox/mbtmain.htm)
Antoine Stevens
Eriksson, L., Johansson, E., Kettaneh, N., Trygg, J., Wikstrom, C., and Wold, S., 2006. Multi- and Megavariate Data Analysis. MKS Umetrics AB.
blockScale
,
standardNormalVariate
, detrend
X <- matrix(rnorm(100),ncol=10) # Block normalize to sum of square = 1 res <- blockNorm(X,1) sum(res$Xscaled^2) # check