cov2corr: Covariance to correlation matrix
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
cov2corr R Documentation
Covariance to correlation matrix
Description
This function takes an (n x n) covariance matrix and returns the associated (n x n) correlation matrix.
Usage
cov2corr(cov_mat)
Arguments
cov_mat
A (n x n) covariance matrix.
Value
A (n x n) correlation matrix.
roga11/MSTest documentation built on June 15, 2025, 8:26 a.m.
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| cov2corr | R Documentation |
Covariance to correlation matrix
Description
This function takes an (n x n) covariance matrix and returns the associated (n x n) correlation matrix.
Usage
cov2corr(cov_mat)
Arguments
cov_mat |
A ( |
Value
A (n x n) correlation matrix.
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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