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## Copyright (C) 2003, 2004 Michael Creel <michael.creel@uab.es>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## Standardizes and normalizes data matrix,
## primarily for use by BFGS
function [zz, scalecoefs] = scale_data(z);
n = rows(z);
k = columns(z);
# Scale data
s = std(z)';
test = s != 0;
s = s + (1 - test); # don't scale if column is a constant (avoid div by zero)
A = diag(1 ./ s);
# De-mean all variables except constant, if a constant is present
test = std(z(:,1)) != 0;
if test
bb = zeros(n,k);
b = zeros(k,1);
else
b = -mean(z)';
test = std(z)' != 0;
# don't take out mean if the column is a constant, to preserve identification
b = b .* test;
b = A*b;
bb = (diag(b) * ones(k,n))';
endif
zz = z*A + bb;
scalecoefs = {A,b};
endfunction
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