get.R: Get Correlation matrix from a Covariance matrix
In CTxCC: Multivariate Normal Mean Monitoring Through Critical-to-X Control Chart
get.R R Documentation
Get Correlation matrix from a Covariance matrix
Description
Returns a correlation matrix from a variance-covariance matrix
Usage
get.R(Sigma0)
Arguments
Sigma0
variance-covariance matrix of dimensions kxk
Value
R
correlation matrix correspondig to Sigma0
Author(s)
Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com)
Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx),
Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx),
Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),
References
Paper
Examples
k<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma
sigma = B%*%t(B)
get.R(Sigma0=sigma)
CTxCC documentation built on April 12, 2025, 1:53 a.m.
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| get.R | R Documentation |
Get Correlation matrix from a Covariance matrix
Description
Returns a correlation matrix from a variance-covariance matrix
Usage
get.R(Sigma0)
Arguments
Sigma0 |
variance-covariance matrix of dimensions kxk |
Value
R |
correlation matrix correspondig to Sigma0 |
Author(s)
Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com) Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx), Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx), Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),
References
Paper
Examples
k<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma
sigma = B%*%t(B)
get.R(Sigma0=sigma)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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