See ?cov2cor. Andy
From: Marc Bernard > > 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. > > Thank you very much, > > Bernard > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
