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

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Wed 22 Feb 2006 - 04:27:49 EST


See ?cov2cor.

Andy

From: Marc Bernard
>
> 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
>
>
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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 04:38:58 2006

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