f_scale function

Rescale

This function normalizes data to 0-1 range. Specifically, this function computes linearly rescaled values from a vector of numeric values.

f_scale(v_time_series)

Arguments

• v_time_series: Vector of numeric values

Returns

A vector of numeric normalized values

References

Hasse, Jean-Baptiste. "Systemic Risk: a Network Approach". AMSE Working Paper (2020)

Author(s)

Jean-Baptiste Hasse

Examples

# Scale the entries of a vector to the interval [0,1]

# NOT RUN {

  # Generate data
  v_data <- numeric(10)
  v_data <- c(1, 5, 3, 2, 15, 12, 9, 11, 7, 13)

   data
  v_rescaled_data <- numeric(10)
  v_rescaled_data <- f_scale(v_data)

  # print rescaled data
  print(v_rescaled_data)

# }