cov2cor: Convert covariance matrix to correlation
In AEBilgrau/correlateR: Fast correlations and covariances
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This functions converts a covariance matrix S to a correlation matrix
fast and efficiently.
Usage
1
2
3
cov2corArma(S)
cov2cor(S)
Arguments
S
A square covariance matrix.
Value
A square correlation matrix.
Author(s)
Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
Examples
1
2
3
4
5
6
7
8
9
X <- createData(n = 11, m = 4)
S <- cov(X)
stats::cov2cor(S)
cov2corArma(S)
if (require(microbenchmark)) {
microbenchmark(A = cov2corArma(S),
B = stats::cov2cor(S),
C = cov2cor(S))
}
AEBilgrau/correlateR documentation built on Nov. 15, 2019, 9:21 a.m.
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.
Description Usage Arguments Value Author(s) Examples
Description
This functions converts a covariance matrix S to a correlation matrix
fast and efficiently.
Usage
1 2 3 | cov2corArma(S)
cov2cor(S)
|
Arguments
S |
A square covariance matrix. |
Value
A square correlation matrix.
Author(s)
Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
Examples
1 2 3 4 5 6 7 8 9 | X <- createData(n = 11, m = 4)
S <- cov(X)
stats::cov2cor(S)
cov2corArma(S)
if (require(microbenchmark)) {
microbenchmark(A = cov2corArma(S),
B = stats::cov2cor(S),
C = cov2cor(S))
}
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.