cov2corr {MSTest}R Documentation

Covariance to correlation matrix

Description

This function takes an (n x n) covariance matrix and returns the associated (n x n) correlation matrix.

Usage

cov2corr(cov_mat)

Arguments

cov_mat

A (n x n) covariance matrix.

Value

A (n x n) correlation matrix.


[Package MSTest version 0.1.5 Index]