Performs feature scaling without overfitting

Usage

perform_scaling(X, X_scaling = NULL, scale_features = TRUE, stat_attr = FALSE)

X: A covariate matrix.
X_scaling: Existing "X_scaling" object containing the precomputed mean and variance for each covariate. This enables reusing the scaling choice and parameters from the train set, if computing the excesses on a validation or test set, in order to avoid overfitting. This is performed automatically in the "EQRN" objects.
scale_features: Whether to rescale each input covariates to zero mean and unit variance before applying the model (recommended). If X_scaling is given, X_scaling$scaling overrides scale_features.
stat_attr: DEPRECATED. Whether to keep attributes in the returned covariate matrix itself.

Named list containing:

X_excesses: the (possibly rescaled and q_feat transformed) covariate matrix,
X_scaling: object of class "X_scaling" to use for consistent scaling on future datasets.