[R] Compute a correlation matrix from an existing covariance matrix

[Peter Dalgaard]

Marc Bernard <bernarduse1 at yahoo.fr> writes:

> Dear All,
>    
>   I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma.

You mean something like cov2cor()?

(BTW, why doesn't the page for cor/var/cov/cov2cor show up on
help.search("covariance") or help.search("correlation") for me??)

-- 
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