cov_to_cor: Conversion of covariances to correlations

In pvrqualitasag/rvcetools: Post-Processing Of Variance Components Results

Description

Use the function 'base::cov2cor()' to convert a variance-covariance matrix to a correlation matrix

Usage

cov_to_cor(V)

Arguments

V	symmetric positive definite variance-covariance matrix

Value

correlation matrix

Examples

## Taken from ?cov2cor: Correlation Matrix of Multivariate sample:
(Cv <- cov(longley))
stopifnot(all.equal(cov2cor(Cv), cor(longley)))

pvrqualitasag/rvcetools documentation built on Dec. 31, 2021, 2:09 p.m.