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R help
3 messages · Shutnik, Spencer Graves, Patrick Burns
Var <- array(c(4, 1, 1, 4), dim=c(2,2))
> Sd <- sqrt(diag(Var))
> Var/outer(Sd, Sd)
[,1] [,2]
[1,] 1.00 0.25
[2,] 0.25 1.00
hope this helps. spencer graves
Shutnik wrote:
Hi, How to convert a var-covar matrix to correlation matrix. Thanks --------------------------------- [[alternate HTML version deleted]]
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If the variance matrix is large, then t(Var / Sd) / Sd is probably more efficient. Patrick Burns Burns Statistics patrick at burns-stat.com +44 (0) 208 525 0696 http://www.burns-stat.com/ (home of S Poetry and "A Guide for the Unwilling S User")
Spencer Graves wrote:
Var <- array(c(4, 1, 1, 4), dim=c(2,2)) Sd <- sqrt(diag(Var)) Var/outer(Sd, Sd)
[,1] [,2] [1,] 1.00 0.25 [2,] 0.25 1.00 hope this helps. spencer graves Shutnik wrote:
Hi, How to convert a var-covar matrix to correlation matrix. Thanks
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