[R] Compute a correlation matrix from an existing covariance matrix

From: Marc Bernard <bernarduse1_at_yahoo.fr>
Date: Wed 22 Feb 2006 - 04:15:58 EST


Dear All,    

  I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma.    

  Thank you very much,    

  Bernard                 


        [[alternative HTML version deleted]]



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Feb 22 04:28:18 2006

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:42:38 EST