[R] R help

[Patrick Burns]

If the variance matrix is large, then

t(Var / Sd) / Sd

is probably more efficient.

Patrick Burns

Burns Statistics
patrick at burns-stat.com
+44 (0) 208 525 0696
http://www.burns-stat.com/  
(home of S Poetry and "A Guide for the Unwilling S User")

Spencer Graves wrote:

> > Var <- array(c(4, 1, 1, 4), dim=c(2,2))
> > Sd <- sqrt(diag(Var))
> > Var/outer(Sd, Sd)
>      [,1] [,2]
> [1,] 1.00 0.25
> [2,] 0.25 1.00
>
> hope this helps.  spencer graves
>
> Shutnik wrote:
>
>> Hi, How to convert a var-covar matrix to correlation matrix. Thanks
>>
>>
>>
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