zscore

Syntax

zscore(X)

Details

If X is a vector, return the zscore for all elements of X.

If X is a matrix or table, the zscore calculation is conducted within each column of X.

As with all aggregate functions, null values are not included in the calculation.

Note:

DolphinDB zscore and scipy.stats.zscore are both used to calculate standard scores (Z-scores). The differences are as follows:

  • DolphinDB zscore uses the sample standard deviation for calculation, while scipy.stats.zscore uses the population standard deviation by default. To obtain results consistent with DolphinDB zscore, you should specify ddof=1.
  • DolphinDB zscore automatically ignores NULL values, whereas scipy.stats.zscore propagates NaN values by default. To ignore missing values, you should specify nan_policy='omit'.
  • DolphinDB zscore supports only one parameter, X, while scipy.stats.zscore provides more flexible control over calculation behavior through parameters such as axis, ddof, and nan_policy.

Parameters

X is a vector/matrix/table.

Returns

If X is a vector, a vector of the same length as X is returned. If X is a matrix or a table, a matrix or table with the same number of rows and columns as X is returned.

Examples

zscore(1 2 3 4 5);
// output: [-1.264911,-0.632456,0,0.632456,1.264911]

m=matrix(1 2 3, 4 5 6);
m;
#0 #1
1 4
2 5
3 6 
zscore(m);
#0 #1
-1 -1
0 0
1 1