Continuing estimation.

Extracting correlations from a covariance matrix

1 | ```
extractCorr(mat)
``` |

`mat` |
A covariance matrix. |

The correlation matrix embedded in `mat`

.

1 2 3 4 5 6 7 8 9 10 | ```
# 2 dimensional case
d <- 2
tmp <- matrix(rnorm(d^2), d, d)
mcov <- tcrossprod(tmp, tmp)
# Covariance matrix
mcov
# Correlation matrix
extractCorr(mcov)
``` |

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