R help - Feb 2006 - Compute a correlation matrix from an existing covariance matrix

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.
   
  Thank you very much,
   
  Bernard

		
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	[[alternative HTML version deleted]]

See ?cov2cor.

Andy

From: Marc Bernard
> 
> 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.
>    
>   Thank you very much,
>    
>   Bernard
> 
> 		
> ---------------------------------
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>

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??)

-- 
   O__  ---- Peter Dalgaard             ??ster 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

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
> 
> 		
> ---------------------------------
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>