cov2corr: Covariance to correlation matrix
In MSTest: Hypothesis Testing for Markov Switching Models
cov2corr 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.
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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| cov2corr | 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 ( |
Value
A (n x n) correlation matrix.
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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