Compute a correlation matrix from an existing covariance matrix
Marc Bernard <bernarduse1 at 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.
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 at biostat.ku.dk) FAX: (+45) 35327907