extractCorr | R Documentation |
Extracting correlations from a covariance matrix
extractCorr(mat)
mat |
A covariance matrix. |
The correlation matrix embedded in mat
.
# 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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