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

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Wed 22 Feb 2006 - 04:34:23 EST

Marc Bernard <bernarduse1@yahoo.fr> writes:

> 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.

You mean something like cov2cor()?

(BTW, why doesn't the page for cor/var/cov/cov2cor show up on help.search("covariance") or help.search("correlation") for me??)

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Wed Feb 22 04:42:31 2006

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