[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,    


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