compute_z_score

Summary: Computes the Z-score normalization of an input array. Each element is transformed to represent how many standard deviations it is from the mean. This helps standardize data with different magnitudes or units.

double[]
compute_z_score
(
double[] array_IN
)

Parameters

array_IN double[]

Input array containing numerical values.

Return Value

Type: double[]

result: Returns an array of Z-score normalized values. Each value is computed as: (value - mean) / standard deviation.

Notes: - If the standard deviation is zero (i.e., all values are the same), the function could return NaN due to division by zero. To prevent this, a small epsilon (e.g., 1e-6) should be added to the denominator. - Be mindful of floating-point precision issues when dealing with very large or very small values. - In practical settings (e.g., finance, trading models), using rolling mean and standard deviation might be preferable instead of computing them on the entire dataset.