Package 'normaliseR'

Title: Re-Scale Vectors and Time-Series Features
Description: Provides standardized access to a range of re-scaling methods for numerical vectors and time-series features calculated within the 'theft' ecosystem.
Authors: Trent Henderson [cre, aut]
Maintainer: Trent Henderson <[email protected]>
License: MIT + file LICENSE
Version: 0.1.2
Built: 2024-10-27 03:49:18 UTC
Source: https://github.com/hendersontrent/normaliser

Help Index


Rescales a numeric vector using maximum absolute scaling

Description

zi=ximax(x)z_{i} = \frac{x_{i}}{\text{max}(\mathbf{x})}

Usage

maxabs_scaler(x)

Arguments

x

numeric vector

Value

numeric vector

Author(s)

Trent Henderson


Rescales a numeric vector into the unit interval [0,1]

Description

zi=ximin(x)max(x)min(x)z_{i} = \frac{x_{i} - \text{min}(\mathbf{x})}{\text{max}(\mathbf{x}) - \text{min}(\mathbf{x})}

Usage

minmax_scaler(x)

Arguments

x

numeric vector

Value

numeric vector

Author(s)

Trent Henderson


Scale each feature vector into a user-specified range for visualisation and modelling

Description

'normalise()' and 'normalize()' are synonyms.

Usage

normalise(
  data,
  norm_method = c("zScore", "Sigmoid", "RobustSigmoid", "MinMax", "MaxAbs"),
  unit_int = FALSE
)

normalize(
  data,
  norm_method = c("zScore", "Sigmoid", "RobustSigmoid", "MinMax", "MaxAbs"),
  unit_int = FALSE
)

Arguments

data

either a feature_calculations object containing the raw feature matrix produced by theft::calculate_features or a vector of class numeric containing values to be rescaled

norm_method

character denoting the rescaling/normalising method to apply. Can be one of "zScore", "Sigmoid", "RobustSigmoid", "MinMax", or "MaxAbs". Defaults to "zScore"

unit_int

Boolean whether to rescale into unit interval [0,1] after applying normalisation method. Defaults to FALSE

Value

either an object of class feature_calculations object or a numeric vector depending on the data type supplied to data

Author(s)

Trent Henderson


Re-Scale Vectors and Time-Series Features

Description

Re-scale Vectors and Time-Series Features


Rescales a numeric vector using an outlier-robust Sigmoidal transformation

Description

zi=[1+exp(ximedian(x)IQR(x)/1.35)]1z_{i} = \left[1 + \exp\left(-\frac{x_{i} - \text{median}(\mathbf{x})}{\text{IQR}(\mathbf{x})/{1.35}}\right)\right]^{-1}

Usage

robustsigmoid_scaler(x)

Arguments

x

numeric vector

Value

numeric vector

Author(s)

Trent Henderson

References

Fulcher, Ben D., Little, Max A., and Jones, Nick S. Highly Comparative Time-Series Analysis: The Empirical Structure of Time Series and Their Methods. Journal of The Royal Society Interface 10(83), (2013).


Rescales a numeric vector using a Sigmoidal transformation

Description

zi=[1+exp(xiμσ)]1z_{i} = \left[1 + \exp(-\frac{x_{i} - \mu}{\sigma})\right]^{-1}

Usage

sigmoid_scaler(x)

Arguments

x

numeric vector

Value

numeric vector

Author(s)

Trent Henderson


Rescales a numeric vector into z-scores

Description

zi=xiμσz_{i} = \frac{x_{i} - \mu}{\sigma}

Usage

zscore_scaler(x)

Arguments

x

numeric vector

Value

numeric vector

Author(s)

Trent Henderson