standardize_wt function

Weighted Standardization

Performs weighted standardization of x variables. Used in fastridge.

standardize_wt(x, weights = rep(1/n, n), intercept = TRUE, return.sd = FALSE)

Arguments

• x: Regressor matrix.
• weights: Weights.
• intercept: Logical. If TRUE, adds an intercept.
• return.sd: Logical. If TRUE, it returns standard errors for the means.

Returns

If return.sd == FALSE, it gives the matrix of standardized regressors. If return.sd == TRUE, then it returns the vector of standard errors of the means of the variables.