standardize.m

lasso算法是stanford的tibshirani提出的一种变量子集选择算法。

function X = standardize(X)
% STANDARDIZE  Standardize the observations of a data matrix.
%    X = STANDARDIZE(X) centers and scales the observations of a data
%    matrix such that each variable (column) has unit variance.
%
% Author: Karl Skoglund, IMM, DTU, [e-mail]

[n p] = size(X);
X = center(X);
X = X./(ones(n,1)*std(X,1));