Marc Bernard <[EMAIL PROTECTED]> 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 Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
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