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 > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
