[R] Converting variance covariance matrix to correlation matrix

[Peter Dalgaard]

Peter Dalgaard wrote:
> Arun Kumar Saha wrote:
>> Suppose I have a Variance-covariance matrix A. Is there any fast way to
>> calculate correlation matrix from 'A' and vice-versa without emplying
>> any
>> 'for' loop?
>>   
> C <- cov2cor(A)
>
> The other way around is ill-defined, but if d is the vector of variances,
Doh. Edited code, but not text... Vector of standard deviations, of course.
>
> d <- sqrt(diag(A))
> A <- outer(d, d)*C.
>


-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907