fynance.features.scale.standardize

fynance.features.scale.standardize(X, a=0, b=1, axis=0)

Substitutes the mean and divid by the standard deviation.

\[Standardize(X) = b \times \frac{X - X_{mean}}{X_{std}} + a\]

Parameters:

X : np.ndarray[dtype, ndim=1 or 2]

Data to scale.

a, b : float or array_like, optional

Respectively an additional and multiply factor.

axis : int, optional

Axis along which to scale the data.

Returns:

np.ndarray[dtype, ndim=1 or 2]

The scaled data.

See also

Scale, normalize, roll_standardize