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

Tue Feb 21 18:35:32 CET 2006

Marc Bernard wrote:
> 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.
>    

Does cov2cor  do what you want?

Kjetil

>   Thank you very much,
>    
>   Bernard
> 
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