Ambedhkar Chair AU
Reputation: 1
How to demean and decor relate a set of univariate data samples?
Suppose there are a set of samples drawn from a Gaussian with mean 10 and variance 2 as
x = 10 + chol(5) * randn(1, 100)
How do I demean the data with 0 and decorrelate with 1 so that a new set of samples with zero mean and unit variance are obtained?
I tried xuncor = (x - 0) / chol(1) which is demeaning the data but not uncorrelating it. Thank you.
I am expected a Matlab code to demean and decorrelate a set of univariate samples.
Upvotes: 0
Views: 11
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