Hello,
Thanks! I will try a better way for the function.
Best regards,
Hong Yu
> From: carandraug+...@gmail.com
> Date: Mon, 12 Sep 2011 12:11:09 +0100
> Subject: Re: [OctDev] new function to financial package: cov2corr()
> To: hyu0...@hotmail.com
> CC: octave-dev@lists.sourceforge.net
>
> 2011/9/12 YuHong <hyu0...@hotmail.com>:
> > I have written a new function 'cov2corr()' to the financial package in
> > Octave, based on MatLab's financial toolbox manual. Basically cov2corr()
> > convert covariance to standard deviation and correlation coefficient. For
> > example,
>
> Hi Hong,
>
> I think the suggestions given by Søren to your other function corr2cov
> also apply to this. You should be able to avoid the use of for loops
> which will make your code much much faster. Can you try that?
>
> Carnë
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