ZSCORE removes the mean and normalizes data
to a variance of 1. Can be used for pre-whitening of data, too.
[z,mu, sigma] = zscore(x [,OPT [, DIM])
z z-score of x along dimension DIM
sigma is the inverse of the standard deviation
mu is the mean of x
The data x can be reconstucted with
x = z*diag(sigma) + repmat(m, size(z)./size(m))
z = x*diag(1./sigma) - repmat(m.*v, size(z)./size(m))
OPT option
0: normalizes with N-1 [default] when computing sigma
provides the square root of best unbiased estimator of the variance [1]
1: normalizes with N, when computing sigma
this provides the square root of the second moment around the mean
otherwise:
best unbiased estimator of the standard deviation (see [1])
DIM dimension
1: STATS of columns
2: STATS of rows
default or []: first DIMENSION, with more than 1 element
see also: SUMSKIPNAN, MEAN, STD, DETREND
REFERENCE(S):
[1] http://mathworld.wolfram.com/z-Score.html
Package: nan