Autoscaling

The purpose of autoscaling is to transform the variables in matrix ${\bf X}$ such that they have the same variance[1]. The operation perform is very simple:

The autoscale transform is very useful when you have variables that have very low intensities but contain important information. The transform will ``boost up'' small variables such that they have a chance to influence.



Bjørn Kåre Alsberg 2006-04-06