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

From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>
Date: Wed 22 Feb 2006 - 04:35:32 EST

Marc Bernard wrote:
> 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.
>

Does cov2cor do what you want?

Kjetil

> 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 04:46:06 2006

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