extractCorr: Extracting correlations from a covariance matrix
In mfasiolo/synlik_release: Synthetic Likelihood methods for intractable likelihoods.
Description
Usage
Arguments
Value
Examples
Description
Extracting correlations from a covariance matrix
Usage
1
extractCorr(mat)
Arguments
mat
A covariance matrix.
Value
The correlation matrix embedded in mat.
Examples
1
2
3
4
5
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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)
mfasiolo/synlik_release documentation built on May 22, 2019, 7:55 p.m.
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Description Usage Arguments Value Examples
Description
Extracting correlations from a covariance matrix
Usage
1 | extractCorr(mat)
|
Arguments
mat |
A covariance matrix. |
Value
The correlation matrix embedded in mat.
Examples
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)
|
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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