From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>

Date: Wed 22 Feb 2006 - 04:34:23 EST

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.
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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 ______________________________________________ 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.htmlReceived on Wed Feb 22 04:42:31 2006

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