extractCorr: Extracting correlations from a covariance matrix
In synlik: Synthetic Likelihood Methods for Intractable Likelihoods
extractCorr R Documentation
Extracting correlations from a covariance matrix
Description
Extracting correlations from a covariance matrix
Usage
extractCorr(mat)
Arguments
mat
A covariance matrix.
Value
The correlation matrix embedded in mat.
Examples
# 2 dimensional case
d <- 2
tmp <- matrix(rnorm(d^2), d, d)
mcov <- tcrossprod(tmp, tmp)
# Covariance matrix
mcov
# Correlation matrix
extractCorr(mcov)
synlik documentation built on March 7, 2023, 8:39 p.m.
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| extractCorr | R Documentation |
Extracting correlations from a covariance matrix
Description
Extracting correlations from a covariance matrix
Usage
extractCorr(mat)
Arguments
mat |
A covariance matrix. |
Value
The correlation matrix embedded in mat.
Examples
# 2 dimensional case d <- 2 tmp <- matrix(rnorm(d^2), d, d) mcov <- tcrossprod(tmp, tmp) # Covariance matrix mcov # Correlation matrix extractCorr(mcov)
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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