R/cov2cor.R

In AEBilgrau/correlateR: Fast correlations and covariances

Defines functions cov2cor

Documented in cov2cor

#' @rdname cov2cor
#' @export
cov2cor <- function(S) {
  R <- cov2corArma(S)
  dimnames(R) <- dimnames(S)
  return(R)
}